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Neural network forecasts of Canadian stock returns using accounting ratios
9 references·16 citing·51 second hop
Neural network forecasts of Canadian stock returns using accounting ratios (2003)Neural network forecasts of Canadian stoc…Neural network forecasting of Canadian GDP growth (2001)Neural network forecasting of…Forecasting stock indices: a comparison of classification and level estimation models (2000)Forecasting stock indices: a …Automatic neural network modeling for univariate time series (2000)Automatic neural network mode…How effective are neural networks at forecasting and prediction? A review and evaluation (1998)How effective are neural netw…Forecasting exchange rates using feedforward and recurrent neural networks (1995)Forecasting exchange rates us…Stock performance modeling using neural networks: A comparative study with regression models (1994)Stock performance modeling us…Artificial neural network models for forecasting and decision making (1994)Artificial neural network mod…The prediction of stock returns using financial statement information (1992)The prediction of stock retur…Financial statement analysis and the prediction of stock returns (1989)Financial statement analysis …ST-Trader: A Spatial-Temporal Deep Neural Network for Modeling Stock Market Movement (2021)ST-Trader: A Spatial-Temporal…Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda (2021)Application of Artificial Int…Demand forecasting in retail operations for fashionable products: methods, practices, and real case study (2019)Demand forecasting in retail …Deep Learning for Forecasting Stock Returns in the Cross-Section (2018)Deep Learning for Forecasting…Crude oil price prediction model with long short term memory deep learning based on prior knowledge data transfer (2018)Crude oil price prediction mo…Forecasting stochastic neural network based on financial empirical mode decomposition (2017)Forecasting stochastic neural…Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model (2016)Investigation of market effic…Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations (2016)Forecasting energy market ind…A data analytic approach to forecasting daily stock returns in an emerging market (2016)A data analytic approach to f…Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks (2015)Forecasting stock market inde…Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange (2015)Application of artificial neu…Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models (2014)Forecasting stock index retur…Sales Forecasting for Fashion Retailing Service Industry: A Review (2013)Sales Forecasting for Fashion…Stock market value prediction using neural networks (2010)Stock market value prediction…Predicting stock returns by classifier ensembles (2010)Predicting stock returns by c…A neural clustering and classification system for sales forecasting of new apparel items (2006)A neural clustering and class…On Market Timing and Investment Performance. 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(1962)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)The earnings-price anomaly (1992)Extensions and violations of the statutory SEC form 10-K filing requirements (1994)Evaluating the performance of value versus glamour stocks The impact of selection bias (1995)Dividend Policy, Growth, and the Valuation of Shares (1961)An Empirical Evaluation of Accounting Income Numbers (1968)Another Look at the Cross-Section of Expected Stock Returns (1995)Investor psychology in capital markets: evidence and policy implications (2002)Do investors overvalue firms with bloated balance sheets? (2004)Common risk factors in the returns on stocks and bonds (1993)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting daily stock market return using dimensionality reduction (2016)A case study on using neural networks to perform technical forecasting of forex (2000)The application of neural networks to forecast fuzzy time series (2005)Neural network ensemble operators for time series forecasting (2014)
this work references cited by second hop

References

  • 1989Financial statement analysis and the prediction of stock returns996 cited
  • 1998How effective are neural networks at forecasting and prediction? A review and evaluation451 cited
  • 1994Artificial neural network models for forecasting and decision making450 cited
  • 1995Forecasting exchange rates using feedforward and recurrent neural networks428 cited
  • 2000Forecasting stock indices: a comparison of classification and level estimation models428 cited
  • 1994Stock performance modeling using neural networks: A comparative study with regression models319 cited
  • 1992The prediction of stock returns using financial statement information274 cited
  • 2001Neural network forecasting of Canadian GDP growth219 cited
  • 2000Automatic neural network modeling for univariate time series185 cited

Cited by

  • 2010Predicting stock returns by classifier ensembles169 cited
  • 2015Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks163 cited
  • 2010Stock market value prediction using neural networks142 cited
  • 2016Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations142 cited
  • 2018Crude oil price prediction model with long short term memory deep learning based on prior knowledge data transfer

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139 cited
  • 2014Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models135 cited
  • 2019Demand forecasting in retail operations for fashionable products: methods, practices, and real case study131 cited
  • 2018Deep Learning for Forecasting Stock Returns in the Cross-Section124 cited
  • 2013Sales Forecasting for Fashion Retailing Service Industry: A Review114 cited
  • 2015Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange113 cited
  • 2016A data analytic approach to forecasting daily stock returns in an emerging market111 cited
  • 2017Forecasting stochastic neural network based on financial empirical mode decomposition110 cited
  • 2016Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model108 cited
  • 2006A neural clustering and classification system for sales forecasting of new apparel items105 cited
  • 2021ST-Trader: A Spatial-Temporal Deep Neural Network for Modeling Stock Market Movement104 cited
  • 2021Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda103 cited