Stock Market Forecasting: Artificial Neural Network and Linear Regression Comparison in An Emerging Market

By Erdinç Altay, M. Satman. 2006

119 citations recorded by the source corpus.

How researchers see this paper

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

1. Wei Bao
2. Yulei Rao
3. Y. Kara
4. Jun Yue
5. Ö. K. Baykan
6. Melek Acar Boyacioglu
7. Weiwei Jiang
8. Will Serrano

Citations in the corpus

• A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017, background): “All of them are widely used indicators to measure whether the predicted value is similar to the actual value [2, 23, 33, 34].”
• Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2011, methodology): “Altay and Satman (2005) compared the forecast performances of neural network models with the Ordinary Least Square (OLS) regression model for ISE-30 and ISE-All Indexes.”