Prediction of the S&P 500 index with neural networks

被引：0
|
作者：
Angstenberger, J
机构：
来源：
NEURAL NETWORKS AND THEIR APPLICATIONS | 1996年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
引用
收藏
页码：143 / 152
页数：10
相关论文
共 50 条
  • [21] Negative returns on addition to the S&P 500 index and positive returns on deletion? New evidence on the attractiveness of S&P 500 versus S&P 400 indexes
    Vijh, Anand M.
    Wang, Jiawei
    FINANCIAL MANAGEMENT, 2022, 51 (04) : 1127 - 1164
  • [22] Granger Causality Networks of S&P 500 Stocks
    Durcheva, Mariana
    Tsankov, Pavel
    APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE20), 2021, 2333
  • [23] Baldrige Index out-performs S&P 500
    不详
    DIE CASTING ENGINEER, 1998, 42 (05): : 97 - 98
  • [24] Neural approach to forecasting of S&P 500 stock price index with virtual term generation
    Jo, TC
    INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE, VOL I AND II, 1999, : 502 - 507
  • [25] Pricing S&P 500 index options with Heston's model
    Zhang, JE
    Shu, JH
    2003 IEEE INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING, PROCEEDINGS, 2003, : 85 - 92
  • [26] Price discovery in the S&P 500 index derivatives markets
    Chen, Wei-Peng
    Chung, Huimin
    Lien, Donald
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 45 : 438 - 452
  • [27] Hybrid forecasting models for S&P 500 index returns
    Fukushima, Akihiro
    JOURNAL OF RISK FINANCE, 2011, 12 (04) : 315 - +
  • [28] Operational Performance of Firms Added to the S&P 500 Index
    Ivanov, Stoyu I.
    Leong, Kenneth
    Zaima, Janis K.
    ECONOMICS BULLETIN, 2014, 34 (01): : 605 - 613
  • [29] The jump component of S&P 500 volatility and the VIX index
    Becker, Ralf
    Clements, Adam E.
    McClelland, Andrew
    JOURNAL OF BANKING & FINANCE, 2009, 33 (06) : 1033 - 1038
  • [30] COVID-19 effects on the S&P 500 index
    Yilmazkuday, Hakan
    APPLIED ECONOMICS LETTERS, 2023, 30 (01) : 7 - 13
12345