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Can a Neural Network Property Portfolio Selection Process Outperform the Property Market?
16 references·1 citing·41 second hop
Can a Neural Network Property Portfolio Selection Process Outperform the Property Market? (2005)Can a Neural Network Property Portfolio S…Predicting Housing Value: A Comparison of Multiple Regression Analysis and Artificial Neural Networks (2001)Predicting Housing Value: A C…An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)An Empirical Analysis of Data…Characteristics, Covariances, and Average Returns: 1929 to 1997 (2000)Characteristics, Covariances,…Nonlinear Predictability of Stock Returns Using Financial and Economic Variables (1999)Nonlinear Predictability of S…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…Risk and Return of Value Stocks (1998)Risk and Return of Value Stoc…Book-to-market, dividend yield, and expected market returns: A time-series analysis (1997)Book-to-market, dividend yiel…Neural Network Models for Time Series Forecasts (1996)Neural Network Models for Tim…Forecast combining with neural networks (1996)Forecast combining with neura…The New Finance: The Case Against Efficient Markets (1995)The New Finance: The Case Aga…An Exploration of Neural Networks and Its Application to Real Estate Valuation (1995)An Exploration of Neural Netw…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Using Artificial Neural Networks to Pick Stocks (1993)Using Artificial Neural Netwo…Trading Equity Index Futures With a Neural Network (1992)Trading Equity Index Futures …Artificial Neural Systems: A New Tool for Financial Decision-Making (1990)Artificial Neural Systems: A …The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Artificial intelligence, news sentiment, and property market liquidity (2019)Artificial intelligence, news…Hedonic prices, price indices and housing markets (1978)Choice of functional form for hedonic price equations (1981)The Value of Housing Characteristics: A Meta Analysis (2006)Neural Network Hedonic Pricing Models in Mass Real Estate Appraisal (2009)Mass appraisal of residential apartments: An application of Random forest for valuation and a CART-based approach for model diagnostics (2011)Averages of Forecasts: Some Empirical Results (1983)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)The use of data mining and neural networks for forecasting stock market returns (2005)Forecasting stock indices using radial basis function neural networks optimized by artificial fish swarm algorithm (2010)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Robustness of size and value effects in emerging equity markets, 1985–2000 (2002)Financial distress: Lifecycle and corporate restructuring (2015)Empirical Asset Pricing: The Cross Section of Stock Returns (2016)The equity premium: A puzzle (1985)Common risk factors in the returns on stocks and bonds (1993)On the Predictability of Stock Returns: An Asset‐Allocation Perspective (1996)Investor psychology in capital markets: evidence and policy implications (2002)Manager sentiment and stock returns (2018)The Combination of Forecasts (1969)Time Series Analysis: Forecasting and Control (1977)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Forecasting methods and applications (1993)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Bad Beta, Good Beta (2004)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Replicating Anomalies (2018)House Price Prediction: Hedonic Price Model vs. Artificial Neural Network (2004)Corporate reputation and the stock market (1998)Emotion and Financial Markets (2003)A method for automatic stock trading combining technical analysis and nearest neighbor classification (2010)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)
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References

  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
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  • 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
  • 1996Neural Network Models for Time Series Forecasts468 cited
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  • 1998Risk and Return of Value Stocks308 cited
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  • 1990Artificial Neural Systems: A New Tool for Financial Decision-Making

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154 cited
  • 1993Using Artificial Neural Networks to Pick Stocks141 cited
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    • 2019Artificial intelligence, news sentiment, and property market liquidity20 cited