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Economic prediction using neural networks: the case of IBM daily stock returns | IEEE Conference Publication | IEEE Xplore

Economic prediction using neural networks: the case of IBM daily stock returns


Abstract:

A report is presented of some results of an ongoing project using neural-network modeling and learning techniques to search for and decode nonlinear regularities in asset...Show More

Abstract:

A report is presented of some results of an ongoing project using neural-network modeling and learning techniques to search for and decode nonlinear regularities in asset price movements. The author focuses on the case of IBM common stock daily returns. Having to deal with the salient features of economic data highlights the role to be played by statistical inference and requires modifications to standard learning techniques which may prove useful in other contexts.<>
Date of Conference: 24-27 July 1988
Date Added to IEEE Xplore: 06 August 2002
Conference Location: San Diego, CA, USA

References

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