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Neural network techniques for financial performance prediction: integrating fundamental and technical analysis
8 references·16 citing·43 second hop
Neural network techniques for financial performance prediction: integrating fundamental and technical analysis (2003)Neural network techniques for financial p…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Managerial Applications of Ne…Time series forecasting using neural networks vs. Box- Jenkins methodology (1991)Time series forecasting using…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Economic prediction using neu…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …Mutual Fund Performance (1966)Mutual Fund PerformanceTransformer-based attention network for stock movement prediction (2022)Transformer-based attention n…A survey on machine learning models for financial time series forecasting (2022)A survey on machine learning …Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Stock Market Forecasting Usin…Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network in Quantitative Trading (2020)Portfolio Optimization-Based …Optimizing LSTM for time series prediction in Indian stock market (2020)Optimizing LSTM for time seri…Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath (2020)Financial portfolio optimizat…Predicting the daily return direction of the stock market using hybrid machine learning algorithms (2019)Predicting the daily return d…Two-stage production modeling of large U.S. banks: A DEA-neural network approach (2015)Two-stage production modeling…Neural networks performance in exchange rate prediction (2015)Neural networks performance i…Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Application of evolutionary c…Forecasting S&P 500 index using artificial neural networks and design of experiments (2013)Forecasting S&P 500 index usi…Intellectual capital and corporate performance in Iranian pharmaceutical industry (2012)Intellectual capital and corp…CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator (2011)CAST: Using neural networks t…Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010)Combining multiple feature se…Incorporating domain knowledge into data mining classifiers: An application in indirect lending (2008)Incorporating domain knowledg…A binary classification method for bankruptcy prediction (2008)A binary classification metho…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)Random Walks in Stock Market Prices (1995)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Financial time series forecasting using support vector machines (2003)Predicting short-term stock prices using ensemble methods and online data sources (2018)Evaluation of Tree-Based Ensemble Machine Learning Models in Predicting Stock Price Direction of Movement (2020)Stock market index prediction using deep Transformer model (2022)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Models of Bounded Rationality (1997)Predicting the Price of Bitcoin Using Machine Learning (2018)A CNN-LSTM-Based Model to Forecast Stock Prices (2020)Financial time series forecasting using independent component analysis and support vector regression (2009)Deep learning with long short-term memory networks for financial market predictions (2017)NSE Stock Market Prediction Using Deep-Learning Models (2018)Novel optimization approach for stock price forecasting using multi-layered sequential LSTM (2022)Predicting stock market index using LSTM (2022)A Multi Parameter Forecasting for Stock Time Series Data Using LSTM and Deep Learning Model (2023)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Time-varying conditional covariances in tests of asset pricing models (1989)Measuring abnormal performance (1992)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Designing an artificial neural network for forecasting tourism time series (2005)Improving artificial neural networks’ performance in seasonal time series forecasting (2008)Using the R-MAPE index as a resistant measure of forecast accuracy (2013)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions1,121 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
  • 1991Time series forecasting using neural networks vs. Box- Jenkins methodology407 cited

Cited by

  • 2010Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches378 cited
  • 2020Optimizing LSTM for time series prediction in Indian stock market367 cited
  • 2019Predicting the daily return direction of the stock market using hybrid machine learning algorithms276 cited
  • 2022Transformer-based attention network for stock movement prediction241 cited
  • 2020Stock Market Forecasting Using Computational Intelligence: A Survey209 cited
  • 2012Intellectual capital and corporate performance in Iranian pharmaceutical industry193 cited

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2020
Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network in Quantitative Trading
191 cited
  • 2015Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review184 cited
  • 2015Neural networks performance in exchange rate prediction160 cited
  • 2013Forecasting S&P 500 index using artificial neural networks and design of experiments156 cited
  • 2020Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath154 cited
  • 2008Incorporating domain knowledge into data mining classifiers: An application in indirect lending141 cited
  • 2022A survey on machine learning models for financial time series forecasting135 cited
  • 2008A binary classification method for bankruptcy prediction117 cited
  • 2015Two-stage production modeling of large U.S. banks: A DEA-neural network approach116 cited
  • 2011CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator100 cited