Forecasting Stock Returns with Artificial Neural Networks

By Suraphan Thawornwong, David Enke. 2004

45 citations recorded by the source corpus.

Subfields: Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Yang Peng
2. Hui Jiang
3. M. Ugur Gudelek
4. Omer Berat Sezer
5. A. Ozbayoglu
6. J. B. Nascimento
7. Marco Cristo

Citations in the corpus

• Leverage Financial News to Predict Stock Price Movements Using Word Embeddings and Deep Neural Networks (2015, positive): “It has been shown in [21] that the classifier approach generates more reliable predictive results comparing to the linear regression approach since the neural network is better in classification problems.”
• Study on stock price prediction based on BP Neural Network (2010, background): “Therefore, it is genemlly very difficult to forecast the movements of stock markets [1].”