SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Statistical analysis and forecasting of return interval for SSE and model by lattice percolation system and neural network
10 references·1 citing·44 second hop
Statistical analysis and forecasting of return interval for SSE and model by lattice percolation system and neural network (2011)Statistical analysis and forecasting of r…Introduction to Stochastic Calculus Applied to Finance (2011)Introduction to Stochastic Ca…Forecasting model of global stock index by stochastic time effective neural network (2009)Forecasting model of global s…Fluctuations of stock price model by statistical physics systems (2009)Fluctuations of stock price m…Forecasting Thailand’s rice export: Statistical techniques vs. artificial neural networks (2007)Forecasting Thailand’s rice e…Scaling and memory of intraday volatility return intervals in stock markets (2006)Scaling and memory of intrada…The use of data mining and neural networks for forecasting stock market returns (2005)The use of data mining and ne…Neural Network Time Series: Forecasting of Financial Markets (1994)Neural Network Time Series: F…Economic Significance of Predictable Variations in Stock Index Returns (1989)Economic Significance of Pred…Stock Returns and the Term Structure (1985)Stock Returns and the Term St…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Forecasting neural network model with novel CID learning rate and EEMD algorithms on energy market (2018)Forecasting neural network mo…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Business conditions and expected returns on stocks and bonds (1989)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Machine learning techniques and data for stock market forecasting: A literature review (2022)Asset returns and inflation (1977)STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Conditional CAPM and the Cross-Section of Expected Returns (1996)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control. (1978)Neural-Network-Based Models for Short-Term Traffic Flow Forecasting Using a Hybrid Exponential Smoothing and Levenberg–Marquardt Algorithm (2011)Agri‐fresh produce supply chain management: a state‐of‐the‐art literature review (2013)A hybrid model for investigating and selecting a sustainable supply chain for agri-produce in India (2019)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)The Variation of Certain Speculative Prices (1963)Option pricing: A simplified approach (1979)Return interval distribution of extreme events and long-term memory (2008)Multifractal moving average analysis and test of multifractal model with tuned correlations (2011)Emotional persistence in online chatting communities (2012)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)Expected stock returns and volatility (1987)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Modern Portfolio Theory and Investment Analysis. (1982)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)Using artificial neural network models in stock market index prediction (2011)Stochastic Differential Equations (2002)Stochastic Volatility for Lévy Processes (2003)Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)Forecasting with artificial neural networks: (1998)Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Combining neural network model with seasonal time series ARIMA model (2002)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 2011Introduction to Stochastic Calculus Applied to Finance654 cited
  • 1989Economic Significance of Predictable Variations in Stock Index Returns597 cited
  • 2005The use of data mining and neural networks for forecasting stock market returns477 cited
  • 1994Neural Network Time Series: Forecasting of Financial Markets442 cited
  • 2006Scaling and memory of intraday volatility return intervals in stock markets156 cited
  • 2009Forecasting model of global stock index by stochastic time effective neural network151 cited
  • 2007Forecasting Thailand’s rice export: Statistical techniques vs. artificial neural networks125 cited
  • 2009Fluctuations of stock price model by statistical physics systems59 cited

Cited by

  • 2018Forecasting neural network model with novel CID learning rate and EEMD algorithms on energy market25 cited

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