Neural network forecasts of Canadian stock returns using accounting ratios
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References listed on IDEAS
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- Rounaghi, Mohammad Mahdi & Abbaszadeh, Mohammad Reza & Arashi, Mohammad, 2015. "Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 625-633.
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- Kizilaslan, Recep & Freund, Steven & Iseri, Ali, 2016. "A data analytic approach to forecasting daily stock returns in an emerging marketAuthor-Name: Oztekin, Asil," European Journal of Operational Research, Elsevier, vol. 253(3), pages 697-710.
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- Rounaghi, Mohammad Mahdi & Nassir Zadeh, Farzaneh, 2016. "Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 10-21.
- Masaya Abe & Hideki Nakayama, 2018. "Deep Learning for Forecasting Stock Returns in the Cross-Section," Papers 1801.01777, arXiv.org, revised Jun 2018.
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