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Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations
16 references·1 citing·39 second hop
Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations (2005)Performance evaluation of neural network …On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (2011)On Market Timing and Investme…Forecasting exchange rates using general regression neural networks (2000)Forecasting exchange rates us…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Forecasting International Equity Correlations (1994)Forecasting International Equ…Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Corporate distress diagnosis:…The journal of financial economics (1993)The journal of financial econ…Neural Networks: A New Tool for Predicting Thrift Failures* (1992)Neural Networks: A New Tool f…Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Managerial Applications of Ne…Economic Forecast Evaluation: Profits versus the Conventional Error Measures (1991)Economic Forecast Evaluation:…Comparing Information in Forecasts from Econometric Models (1990)Comparing Information in Fore…The value line enigma (1965–1978) (1982)The value line enigma (1965–1…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts (1981)On Market Timing and Investme…Applied Economic Forecasting (1967)Applied Economic ForecastingApplied Economic Forecasting (1967)Applied Economic ForecastingRegularized dynamic self-organized neural network inspired by the immune algorithm for financial time series prediction (2015)Regularized dynamic self-orga…Limited-dependent and qualitative variables in econometrics (1983)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)Multivariate GARCH models: a surveyConditional 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)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Market Timing and Mutual Fund Investment Performance (1984)Forecasting exchange rates using feedforward and recurrent neural networks (1995)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Forecasting with artificial neural networks: (1998)Neural network credit scoring models (2000)Application of data mining techniques in customer relationship management: A literature review and classification (2008)ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)The effects of government ownership on bank lending (2003)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)The Behavior of Stock-Market Prices (1965)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)International Market Correlation and Volatility (1996)The Distribution of Exchange Rate Volatility (1999)The Distribution of Stock Return Volatility (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)Introductory Econometrics for Finance (2008)
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References

  • 1993The journal of financial economics2,544 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 1967Applied Economic Forecasting1,206 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions1,121 cited
  • 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
  • 1992Neural Networks: A New Tool for Predicting Thrift Failures*533 cited
  • 1994Forecasting International Equity Correlations521 cited
  • 2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts506 cited
  • 1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts504 cited
  • 1991Economic Forecast Evaluation: Profits versus the Conventional Error Measures453 cited
  • 1990Comparing Information in Forecasts from Econometric Models427 cited
  • 1967Applied Economic Forecasting280 cited

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  • 2000Forecasting exchange rates using general regression neural networks230 cited
  • 1982The value line enigma (1965–1978)224 cited
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    • 2015Regularized dynamic self-organized neural network inspired by the immune algorithm for financial time series prediction36 cited