Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.

DOI10.1016/S0305-0548(02)00037-0zbMath1046.91056OpenAlexW3125462345MaRDI QIDQ1870846

Mark T. Leung, Hazem Daouk, An-Sing Chen

Publication date: 14 May 2003

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(02)00037-0

zbMATH Keywords

Neural networksForecastingEmerging economyGeneralized methods of moments (GMM)Trading strategy

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Related Items (17)

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Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Estimation of a multivariate density
• Common risk factors in the returns on stocks and bonds
• On Estimation of a Probability Density Function and Mode

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