Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

FINANCIAL TIME SERIES FORECASTING BY NEURAL NETWORK USING CONJUGATE GRADIENT LEARNING ALGORITHM AND MULTIPLE LINEAR REGRESSION WEIGHT INITIALIZATION

7 references·1 citing·34 second hop

FromToDepth

this work references cited by second hop

References

1973A Random Walk Down Wall Street1,743 cited
1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
1994Stock performance modeling using neural networks: A comparative study with regression models319 cited
1994Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets261 cited
1995Neural networks for financial forecasting229 cited
2005Technical Analysis from A to Z226 cited
1993Comparing the Modeling Performance of Regression and Neural Networks as Data Quality Varies: A Business Value Approach108 cited

Cited by

2011ARTIFICIAL NEURAL NETWORK MODEL FOR FORECASTING FOREIGN EXCHANGE RATE51 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work