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Utilizing Artificial Neural Network Model to Predict Stock Markets

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  • Yochanan Shachmurove
  • Doris Witkowska

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Paper provided by Penn Economics Department in its series Penn CARESS Working Papers with number cae679cdc2e020f74d692ae73e6d291c.

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Handle: RePEc:cla:penntw:cae679cdc2e020f74d692ae73e6d291c

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  1. Garcia, Rene & Gencay, Ramazan, 2000. "Pricing and hedging derivative securities with neural networks and a homogeneity hint," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 93-115.
  2. Shtub, Avraham & Versano, Ronen, 1999. "Estimating the cost of steel pipe bending, a comparison between neural networks and regression analysis," International Journal of Production Economics, Elsevier, vol. 62(3), pages 201-207, September.
  3. John Cooper, 1999. "Artificial neural networks versus multivariate statistics: An application from economics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 909-921.
  4. Moshiri, Saeed & Cameron, Norman E & Scuse, David, 1999. "Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation," Computational Economics, Society for Computational Economics, vol. 14(3), pages 219-35, December.
  5. Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May.
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Cited by:
  1. María Clara Aristizábal Restrepo, . "Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia," Borradores de Economia 377, Banco de la Republica de Colombia.

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