Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Forecasting Performance of Nonlinear Models for Intraday Stock Returns

16 references·7 citing·43 second hop

FromToDepth

this work references cited by second hop

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
1994Comparing Predictive Accuracy5,495 cited
2004The Adaptive Markets Hypothesis1,708 cited
1992A Simple Nonparametric Test of Predictive Performance897 cited
1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
2000Firm Size and Cyclical Variations in Stock Returns656 cited
2006Liquidity and Autocorrelations in Individual Stock Returns470 cited
2005Evidence on the speed of convergence to market efficiency456 cited
1991Economic Forecast Evaluation: Profits versus the Conventional Error Measures453 cited
2002Market efficiency in real time342 cited
2000Identifying Bull and Bear Markets in Stock Returns320 cited
1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models258 cited
1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks238 cited
2008Elusive return predictability234 cited
2000Identifying Bull and Bear Markets in Stock Returns229 cited

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

1993Implications of Nonlinear Dynamics for Financial Risk Management210 cited

Cited by

2019Neural networks in financial trading41 cited
2023A novel prediction based portfolio optimization model using deep learning41 cited
2019Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange36 cited
2016A New Kernel of Support Vector Regression for Forecasting High-Frequency Stock Returns35 cited
2012Hybridizing nonlinear independent component analysis and support vector regression with particle swarm optimization for stock index forecasting31 cited
2022Man versus machine: on artificial intelligence and hedge funds performance24 cited
2012Functional prediction of intraday cumulative returns22 cited