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Stock market prediction using neural networks: does trading volume help in short-term prediction?
10 references·0 citing·51 second hop
Stock market prediction using neural networks: does trading volume help in short-term prediction? (2004)Stock market prediction using neural netw…Comparing linear and nonlinear forecasts for stock returns (2001)Comparing linear and nonlinea…An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)An Empirical Analysis of Data…Time series forecasting using neural networks: should the data be deseasonalized first? (1999)Time series forecasting using…Predicting stock index volatility: can market volume help? (1998)Predicting stock index volati…Neural networks in financial engineering: a study in methodology (1997)Neural networks in financial …Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Stock Prices and Volume (1992)Stock Prices and VolumeError measures for generalizing about forecasting methods: Empirical comparisons (1992)Error measures for generalizi…The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)The Weekend Effect: Trading P…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Stock market prediction with multiple classifiers (2006)Modelling Financial Time Series (2007)A local and global event sentiment based efficient stock exchange forecasting using deep learning (2019)Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)A test for independence based on the correlation dimension (1996)Forecasting volatility in the New Zealand stock market (2002)Volatility forecasting for risk management (2002)Forecasting the volatility of stock price index (2006)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Comparing Predictive Accuracy (1994)Prediction of index futures returns and the analysis of financial spillovers—A comparison between GARCH and the grey theorem (2007)The Econometrics of Financial Markets (2012)Referential kNN Regression for Financial Time Series Forecasting (2013)Using social media mining technology to improve stock price forecast accuracy (2019)Stock returns and the weekend effect (1980)Equity issues and offering dilution (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Earnings news and small traders (1992)Inferring investor behavior: Evidence from TORQ data (2000)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Market Liquidity and Trading Activity (2001)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)A state space framework for automatic forecasting using exponential smoothing methods (2002)Making and Evaluating Point Forecasts (2011)A new metric of absolute percentage error for intermittent demand forecasts (2016)Forecasting the behavior of multivariate time series using neural networks (1992)Neural Network Forecasting of Tourism Demand (2005)Predicting stock index increments by neural networks: The role of trading volume under different horizons (2007)Quarterly Time-Series Forecasting With Neural Networks (2007)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Non-linear financial time series forecasting - Application to the Bel 20 stock market index (2000)Investment using technical analysis and fuzzy logic (2002)A neural network with a case based dynamic window for stock trading prediction (2008)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Noise Trader Risk in Financial Markets (1990)Price Momentum and Trading Volume (2000)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Bayesian Analysis of Stochastic Volatility Models (2002)Risks and Portfolio Decisions Involving Hedge Funds (2003)Market liquidity as a sentiment indicator (2004)
this work references cited by second hop

References

  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 1992Error measures for generalizing about forecasting methods: Empirical comparisons1,400 cited
  • 1992Stock Prices and Volume1,295 cited
  • 1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
  • 2001An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks238 cited
  • 1998Predicting stock index volatility: can market volume help?231 cited
  • 1999Time series forecasting using neural networks: should the data be deseasonalized first?175 cited
  • 1997Neural networks in financial engineering: a study in methodology160 cited
  • 2001Comparing linear and nonlinear forecasts for stock returns77 cited

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