Neural Networks and Financial Trading and the Efficient Markets Hypothesis

By Andrew A. Skabar, Ian Cloete. 2002

47 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Economics and Econometrics, 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 Artificial Intelligence

1. Yang Peng
2. Hui Jiang
3. Li Deng
4. Dong Yu
5. Jinyu Li
6. Zhenhua Ling
7. Xiao-Dan Zhu
8. Mohit Bansal

In Economics and Econometrics

1. Yang Peng
2. Hui Jiang

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, methodology): “Traditionally neural networks have been used to model stock prices as time series for the forecasting purpose, such as in (Kaastra and Boyd, 1991; Adya and Collopy, 1991; Chan et al., 2000; Skabar and Cloete, 2002; Zhu et al., 2008).”