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Neural network forecasting of quarterly accounting earnings

Author

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  • Callen, Jeffrey L.
  • Kwan, Clarence C. Y.
  • Yip, Patrick C. Y.
  • Yuan, Yufei

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  • Callen, Jeffrey L. & Kwan, Clarence C. Y. & Yip, Patrick C. Y. & Yuan, Yufei, 1996. "Neural network forecasting of quarterly accounting earnings," International Journal of Forecasting, Elsevier, vol. 12(4), pages 475-482, December.
  • Handle: RePEc:eee:intfor:v:12:y:1996:i:4:p:475-482
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    References listed on IDEAS

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    1. Brown, Lawrence D., 1993. "Earnings forecasting research: its implications for capital markets research," International Journal of Forecasting, Elsevier, pages 295-320.
    2. Masson, Egill & Wang, Yih-Jeou, 1990. "Introduction to computation and learning in artificial neural networks," European Journal of Operational Research, Elsevier, vol. 47(1), pages 1-28, July.
    3. Tam, KY, 1991. "Neural network models and the prediction of bank bankruptcy," Omega, Elsevier, vol. 19(5), pages 429-445.
    4. Brown, Lawrence D., 1993. "Reply to commentaries on "Earnings forecasting research: its implications for capital markets research"," International Journal of Forecasting, Elsevier, pages 343-344.
    5. Hill, Tim & Marquez, Leorey & O'Connor, Marcus & Remus, William, 1994. "Artificial neural network models for forecasting and decision making," International Journal of Forecasting, Elsevier, pages 5-15.
    6. Donaldson, R.G. & Kim, K.H.Y., 1993. "Evaluating Alternative Models for Conditional Stock Volatility : Evidence from International Data," Discussion Papers dp93-06, Department of Economics, Simon Fraser University.
    7. Chatfield, Chris, 1993. "Neural networks: Forecasting breakthrough or passing fad?," International Journal of Forecasting, Elsevier, pages 1-3.
    8. Brown, Philip, 1993. "Comments on 'Earnings forecasting research: its implications for capital markets research' by L. Brown," International Journal of Forecasting, Elsevier, pages 331-335.
    9. Chatfield, Chris, 1995. "Positive or negative?," International Journal of Forecasting, Elsevier, pages 501-502.
    10. Lee, Chi-Wen Jevons & Chen, Chung, 1990. "Structural changes and the forecasting of quarterly accounting earnings in the utility industry," Journal of Accounting and Economics, Elsevier, pages 93-122.
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    Cited by:

    1. Chu, Ching-Wu & Zhang, Guoqiang Peter, 2003. "A comparative study of linear and nonlinear models for aggregate retail sales forecasting," International Journal of Production Economics, Elsevier, vol. 86(3), pages 217-231, December.
    2. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    3. Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham, 2011. "Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 672-688, July.
    4. Hwarng, H. Brian & Ang, H. T., 2001. "A simple neural network for ARMA(p,q) time series," Omega, Elsevier, vol. 29(4), pages 319-333, August.
    5. Gencay, Ramazan & Selcuk, Faruk, 2001. "Software reviews," International Journal of Forecasting, Elsevier, vol. 17(2), pages 305-317.
    6. Olson, Dennis & Mossman, Charles, 2003. "Neural network forecasts of Canadian stock returns using accounting ratios," International Journal of Forecasting, Elsevier, vol. 19(3), pages 453-465.
    7. Chi, Li-Chiu & Tang, Tseng-Chung, 2007. "Impact of reorganization announcements on distressed-stock returns," Economic Modelling, Elsevier, vol. 24(5), pages 749-767, September.
    8. Daniel Vela, 2013. "Forecasting Latin-American yield curves: An artificial neural network approach," BORRADORES DE ECONOMIA 010502, BANCO DE LA REPÚBLICA.
    9. Yao, Jingtao & Li, Yili & Tan, Chew Lim, 2000. "Option price forecasting using neural networks," Omega, Elsevier, vol. 28(4), pages 455-466, August.
    10. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    11. Tashman, Leonard J., 2000. "Out-of-sample tests of forecasting accuracy: an analysis and review," International Journal of Forecasting, Elsevier, vol. 16(4), pages 437-450.
    12. Daniel Vela, 2013. "Forecasting Latin-American yield curves: An artificial neural network approach," Borradores de Economia 761, Banco de la Republica de Colombia.
    13. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    14. Syouching Lai & Hungchih Li, 2006. "The predictive power of quarterly earnings per share based on time series and artificial intelligence model," Applied Financial Economics, Taylor & Francis Journals, pages 1375-1388.

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