Using neural networks to forecast the systematic risk of stocks

DOI10.1016/0377-2217(95)00099-2zbMath0907.90028OpenAlexW1971973014MaRDI QIDQ1268447

Manfred Steiner, Hans-Georg Wittkemper

Publication date: 24 November 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(95)00099-2

zbMATH Keywords

neural networksgenetic algorithmfinancesystematic risk of stocks

Mathematics Subject Classification ID

Related Items (4)

Measuring systematic risk with neural network factor model ⋮ A bibliography of neural network business applications research: 1994--1998 ⋮ Forecasting exchange rates using general regression neural networks ⋮ Genetic algorithms in logic tree decision modeling

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