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A Comparison of PNN and SVM for Stock Market Trend Prediction using Economic and Technical Information
16 references·2 citing·38 second hop
A Comparison of PNN and SVM for Stock Market Trend Prediction using Economic and Technical Information (2011)A Comparison of PNN and SVM for Stock Mar…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Financial time series forecasting using support vector machines (2003)Financial time series forecas…A hybrid genetic-neural architecture for stock indexes forecasting (2003)A hybrid genetic-neural archi…Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Macroeconomic Factors Do Infl…Introduction to Time Series and Forecasting (2002)Introduction to Time Series a…Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Probabilistic Neural Networks in Bankruptcy Prediction (1999)Probabilistic Neural Networks…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Betting on trends: Intuitive forecasts of financial risk and return (1993)Betting on trends: Intuitive …Stock Returns and Real Activity: A Century of Evidence (1990)Stock Returns and Real Activi…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Prediction of Trends in Stock Market using Moving Averages and Machine Learning (2021)Prediction of Trends in Stock…The performance of PSO-SVM in inflation forecasting (2015)The performance of PSO-SVM in…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Forecasting with artificial neural networks: (1998)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock market's price movement prediction with LSTM neural networks (2017)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)The Cross-Section of Expected Stock Returns (1992)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Analysis of Financial Time Series (2006)Cross‐validation strategies for data with temporal, spatial, hierarchical, or phylogenetic structure (2016)Financial time series forecasting model based on CEEMDAN and LSTM (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)The relationship between return and market value of common stocks (1981)Does earnings guidance affect market returns? The nature and information content of aggregate earnings guidance (2006)The Determinants of Stock and Bond Return Comovements (2010)Investor Attention and Stock Market Volatility (2014)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Who Gambles in the Stock Market? (2009)Support vector machine with adaptive parameters in financial time series forecasting (2003)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

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  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
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320 cited
  • 1999Probabilistic Neural Networks in Bankruptcy Prediction277 cited
  • Cited by

    • 2021Prediction of Trends in Stock Market using Moving Averages and Machine Learning39 cited
    • 2015The performance of PSO-SVM in inflation forecasting38 cited