The application of neural networks to predict abnormal stock returns using insider trading data

DOI10.1002/ASMB.466zbMath1039.62098OpenAlexW2148074536MaRDI QIDQ4455496

Alan M. Safere

Publication date: 16 March 2004

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.466

zbMATH Keywords

predictionneural networksdata miningstock returnsinsider trading

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Neural nets and related approaches to inference from stochastic processes (62M45)

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