Forecasting S&P 500 index using artificial neural networks and design of experiments

This publication has 24 references indexed in Scilit:

• Surveying stock market forecasting techniques – Part II: Soft computing methods
  Expert Systems with Applications, 2009
• Financial time series prediction using polynomial pipelined neural networks
  Expert Systems with Applications, 2007
• A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market
  Computers & Operations Research, 2005
• The comparison of different feed forward neural network architectures for ECG signal diagnosis
  Medical Engineering & Physics, 2005
• Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks
  International Review of Financial Analysis, 2003
• Financial Forecasting Using Support Vector Machines
  Neural Computing and Applications, 2001
• Changes in Expected Security Returns, Risk, and the Level of Interest Rates
  The Journal of Finance, 1989
• Business conditions and expected returns on stocks and bonds
  Journal of Financial Economics, 1989
• Multilayer feedforward networks are universal approximators
  Neural Networks, 1989
• Asset returns and inflation
  Journal of Financial Economics, 1977