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DJIA stock selection assisted by neural network
7 references·5 citing·45 second hop
DJIA stock selection assisted by neural network (2007)DJIA stock selection assisted by neural n…Neural network linear forecasts for stock returns (2001)Neural network linear forecas…Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers (2000)Value Investing: The Use of H…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …The relationship between return and market value of common stocks (1981)The relationship between retu…Investing with Ben Graham: An Ex Ante Test of the Efficient Markets Hypothesis (1981)Investing with Ben Graham: An…Abnormal Returns in Small Firm Portfolios (1981)Abnormal Returns in Small Fir…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Neural Network Models for Stock Selection Based on Fundamental Analysis (2019)Neural Network Models for Sto…Using mixture design and neural networks to build stock selection decision support systems (2015)Using mixture design and neur…Efficiency appraisal and ranking of decision-making units using data envelopment analysis in fuzzy environment: a case study of Tehran stock exchange (2012)Efficiency appraisal and rank…Accuracy Driven Artificial Neural Networks in Stock Market Prediction (2012)Accuracy Driven Artificial Ne…Computationally efficient FLANN-based intelligent stock price prediction system (2009)Computationally efficient FLA…Combining forecasts: A review and annotated bibliography (1989)Forecasting Economic Time Series (2000)The behaviour of US stock prices: Evidence from a threshold autoregressive model (2006)Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets (2008)The Econometrics of Financial Markets (2012)An integrated DEA-MODM methodology for portfolio optimization (2014)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Reactions to Tangible and Intangible Information (2006)Profitability, investment and average returns (2006)Replicating Anomalies (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)A test of Graham's stock selection criteria on industrial shares traded on the JSE (1997)Modeling fitting-function-based fuzzy time series patterns for evolving stock index forecasting (2014)A study of ANFIS-based multi-factor time series models for forecasting stock index (2016)Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)On the profitability of technical trading rules based on artificial neural networks: (2000)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)A Comprehensive Survey on Higher Order Neural Networks and Evolutionary Optimization Learning Algorithms in Financial Time Series Forecasting (2023)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Does the Stock Market Overreact? (1985)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Common risk factors in the returns on stocks and bonds (1993)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Deep Learning in Stock Portfolio Selection and Predictions (2022)Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis (2024)The Behavior of Stock-Market Prices (1965)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)ARF: A hybrid model for credit scoring in complex systems (2021)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)Earnings Expectations and Security Prices (1984)An Examination of the Super Bowl Stock Market Predictor (1990)A decomposition of style-based risk on the JSE (2001)
this work references cited by second hop

References

  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 2000Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers1,204 cited
  • 1981Abnormal Returns in Small Firm Portfolios90 cited
  • 2001Neural network linear forecasts for stock returns75 cited
  • 1981Investing with Ben Graham: An Ex Ante Test of the Efficient Markets Hypothesis67 cited

Cited by

  • 2015Using mixture design and neural networks to build stock selection decision support systems47 cited
  • 2009Computationally efficient FLANN-based intelligent stock price prediction system42 cited
  • 2019Neural Network Models for Stock Selection Based on Fundamental Analysis42 cited
  • 2012Accuracy Driven Artificial Neural Networks in Stock Market Prediction40 cited
  • 2012Efficiency appraisal and ranking of decision-making units using data envelopment analysis in fuzzy environment: a case study of Tehran stock exchange33 cited

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