Title :
Economic prediction using neural networks: the case of IBM daily stock returns
Author_Institution :
Dept. of Econ., California Univ., San Diego, CA, USA
Abstract :
A report is presented of some results of an ongoing project using neural-network modeling and learning techniques to search for and decode nonlinear regularities in asset price movements. The author focuses on the case of IBM common stock daily returns. Having to deal with the salient features of economic data highlights the role to be played by statistical inference and requires modifications to standard learning techniques which may prove useful in other contexts.<>
Keywords :
learning systems; neural nets; statistical analysis; stock markets; IBM common stock daily returns; asset price movements; economic prediction; learning techniques; neural networks; nonlinear regularities; statistical inference; Learning systems; Neural networks; Statistics;
Conference_Titel :
Neural Networks, 1988., IEEE International Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/ICNN.1988.23959
