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Predicting the Brazilian stock market through neural networks and adaptive exponential smoothing methods

  • Published:2009-12 Issue:10 Volume:36 Page:12506-12509
  • ISSN:0957-4174
  • Container-title:Expert Systems with Applications
  • language:en
  • Short-container-title:Expert Systems with Applications

Author:

de Faria E.L.,Albuquerque Marcelo P.,Gonzalez J.L.,Cavalcante J.T.P.,Albuquerque Marcio P.

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference29 articles.

1. Predicting stock returns in an efficient market;Balvers;Journal of Finance,1990

2. Comparing the modeling performance of regression and neural networks as data quality varies: A business value approach;Bansal;Journal of Management Information Systems,1993

3. Feedforward networks in financial predictions: The future that modifies the present;Buscema;Expert Systems,2000

4. Neural networks for financial market prediction;Chen;Proceedings of the IEEE International Conference on Neural Networks,1994

5. A comparison of linear regression and neural network methods for predicting excess returns on large stocks;Desai;Annals of Operations Research,1998

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