Computational Science and Its Applications – ICCSA 2004

DOI10.1007/B98053zbMATH Open1116.91331OpenAlexW4298414116MaRDI QIDQ5901315FDOQ5901315

Chokri Slim

Publication date: 19 July 2007

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b98053

Mathematics Subject Classification ID

Cited In (4)

• A comparison of linear regression and neural network methods for predicting excess returns on large stocks
• GARCH based artificial neural networks in forecasting conditional variance of stock returns
• Using neural networks to forecast the systematic risk of stocks
• Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting

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