Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

Decision Science Letters ◽

10.5267/j.dsl.2014.12.002 ◽

2015 ◽

Vol 4 (2) ◽

pp. 203-210 ◽

Author(s):

Nadhem Selmi ◽

Samira Chaabene ◽

Nejib Hachicha

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Artificial Neural ◽

Forecasting Returns ◽

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Artificial Neural Networks - Empirical Analysis of Predictive Accuracy in the Indian Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1948537 ◽

2011 ◽

Author(s):

Khagesh Agarwal ◽

Vaibhav Sahu

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Empirical Analysis ◽

Predictive Accuracy ◽

Artificial Neural ◽

Indian Stock Market

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A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market

Computers & Operations Research ◽

10.1016/j.cor.2004.03.015 ◽

2005 ◽

Vol 32 (10) ◽

pp. 2499-2512 ◽

Author(s):

Qing Cao ◽

Karyl B. Leggio ◽

Marc J. Schniederjans

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Chinese Stock Market ◽

Artificial Neural

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Comparing artificial neural networks with statistical methods within the field of stock market prediction

[1993] Proceedings of the Twenty-sixth Hawaii International Conference on System Sciences ◽

10.1109/hicss.1993.284239 ◽

2002 ◽

Author(s):

M. Schumann ◽

T. Lohrbach

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Statistical Methods ◽

Stock Market Prediction ◽

Artificial Neural

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Using Artificial Neural Networks to Forecast Stock Market Indices

2019 XIth International Scientific and Practical Conference on Electronics and Information Technologies (ELIT) ◽

10.1109/elit.2019.8892323 ◽

2019 ◽

Author(s):

Svitlana Pryima ◽

Roman Vovk ◽

Volodymyr Vovk

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Artificial Neural

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Design and application of Artificial Neural Networks for predicting the values of indexes on the Bulgarian Stock market

2013 Signal Processing Symposium (SPS) ◽

10.1109/sps.2013.6623604 ◽

2013 ◽

Author(s):

Veselin L. Shahpazov ◽

Vladimir B. Velev ◽

Lyubka A. Doukovska

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Artificial Neural ◽

Design And Application

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Comparative study of stock market forecasting using different functional link artificial neural networks

International Journal of Data Analysis Techniques and Strategies ◽

10.1504/ijdats.2012.050407 ◽

2012 ◽

Vol 4 (4) ◽

pp. 398 ◽

Author(s):

Dwiti Krishna Bebarta ◽

Birendra Biswal ◽

P.K. Dash

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Comparative Study ◽

Functional Link ◽

Stock Market Forecasting ◽

Artificial Neural

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Stock Market Prediction Using Artificial Neural Networks Based on HLP

2011 Third International Conference on Intelligent Human-Machine Systems and Cybernetics ◽

10.1109/ihmsc.2011.34 ◽

2011 ◽

Author(s):

Lei Wang ◽

Qiang Wang

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Stock Market Prediction ◽

Artificial Neural

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Combining artificial neural networks and statistics for stock-market forecasting

Proceedings of the 1993 ACM conference on Computer science - CSC '93 ◽

10.1145/170791.170838 ◽

1993 ◽

Author(s):

Shaun-Inn Wu ◽

Ruey-Pyng Lu

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Stock Market Forecasting ◽

Artificial Neural

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Forecasting the U.S. Stock Market via Levenberg-Marquardt and Haken Artificial Neural Networks Using ICA&PCA Pre-processing Techniques

Lecture Notes in Computer Science - Pattern Recognition and Machine Intelligence ◽

10.1007/978-3-642-21786-9_57 ◽

2011 ◽

pp. 351-357 ◽

Author(s):

Sergey Golovachev

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Levenberg Marquardt ◽

Artificial Neural ◽

Processing Techniques ◽

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Artificial Neural Networks and ARIMA-Models within the Field of Stock Market Prediction - A Comparison

Adaptive Intelligent Systems ◽

10.1016/b978-0-444-89838-8.50004-7 ◽

1992 ◽

pp. 1-18 ◽

Author(s):

Thomas Lohrbach ◽

Matthias Schumann

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Market ◽

Arima Models ◽

Stock Market Prediction ◽

Artificial Neural

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