Grey relational analysis and neural network forecasting of REIT returns

DOI10.1080/14697688.2013.816765MaRDI QIDQ5247285zbMATH OpenOpenAlexFDO

Authors Jo-Hui Chen, Ting-Tzu Chang, Chao-Rung Ho, John Francis T. Diaz

Publication date 23 April 2015

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2013.816765

zbMATH Keywords

artificial neural network (ANN)back-propagation neural network (BPN)grey relational analysis (GRA)real estate investment trust (REIT)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• Forecasting exchange rate in India: an application of artificial neural network model
• Static, dynamic, and hybrid neural networks in forecasting inflation

Cited in

(2)

• Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs)
• scientific article; zbMATH DE number 1304926 (Why is no real title available?)

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