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PRIMER ON USING NEURAL NETWORKS FOR FORECASTING MARKET VARIABLES
16 references·0 citing·39 second hop
PRIMER ON USING NEURAL NETWORKS FOR FORECASTING MARKET VARIABLES (2004)PRIMER ON USING NEURAL NETWORKS FOR FOREC…Probabilistic Neural Networks in Bankruptcy Prediction (1999)Probabilistic Neural Networks…Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)Linear, non-linear and essent…Bankruptcy prediction using case-based reasoning, neural networks, and discriminant analysis (1997)Bankruptcy prediction using c…A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997)A Model Selection Approach to…Forecasting exchange rates using feedforward and recurrent neural networks (1995)Forecasting exchange rates us…An Exploration of Neural Networks and Its Application to Real Estate Valuation (1995)An Exploration of Neural Netw…Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Corporate distress diagnosis:…A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to P…Recognizing Financial Distress Patterns Using a Neural Network Tool (1993)Recognizing Financial Distres…Forecasting with neural networks (1993)Forecasting with neural netwo…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…Stock market prediction system with modular neural networks (1990)Stock market prediction syste…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Economic prediction using neu…Bond rating: A non-conservative application of neural networks (1988)Bond rating: A non-conservati…Efficient Analytic Approximation of American Option Values (1987)Efficient Analytic Approximat…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The Predictive Sample Reuse Method with Applications (1975)International Business Cycles and the ERM: Is There a European Business Cycle? (1997)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)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Modelling Nonlinear Economic Time Series (2010)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Limited-dependent and qualitative variables in econometrics (1983)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The Crash of ʼ87: Was It Expected? The Evidence from Options Markets (1991)Real Options and Interactions with Financial Flexibility (1993)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Theory of rational option pricing (2005)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)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)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)A Stochastic Approximation Method (1951)Nonparametric risk management and implied risk aversion (2000)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Deep Learning for Finance: Deep Portfolios (2016)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Literature review: Machine learning techniques applied to financial market prediction (2019)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)
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References

  • 1987Efficient Analytic Approximation of American Option Values1,128 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
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
  • 1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
  • 1990Stock market prediction system with modular neural networks654 cited
  • 1992Neural Networks: A New Tool for Predicting Thrift Failures*533 cited
  • 1993Recognizing Financial Distress Patterns Using a Neural Network Tool470 cited
  • 1993Forecasting with neural networks432 cited
  • 1995Forecasting exchange rates using feedforward and recurrent neural networks428 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks364 cited
  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules305 cited
  • 1999Probabilistic Neural Networks in Bankruptcy Prediction277 cited
  • 1997Bankruptcy prediction using case-based reasoning, neural networks, and discriminant analysis

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273 cited
  • 1988Bond rating: A non-conservative application of neural networks268 cited
  • 1995An Exploration of Neural Networks and Its Application to Real Estate Valuation266 cited
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