Important Notice: Our web hosting provider recently started charging us for additional visits, which was unexpected. In response, we're seeking donations. Depending on the situation, we may explore different monetization options for our Community and Expert Contributors. It's crucial to provide more returns for their expertise and offer more Expert Validated Answers or AI Validated Answers. Learn more about our hosting issue here.

How Do Neural Networks Enhance the Predictability of Central European Stock Returns?

April 26, 2017array enhance European Networks neural predictability returns stock

0

Posted

How Do Neural Networks Enhance the Predictability of Central European Stock Returns?

1 Answer

0

Posted

Publisher InfoArticle provided by Charles University Prague, Faculty of Social Sciences in its journal Finance a uver – Czech Journal of Economics and Finance. Volume (Year): 58 (2008) Issue (Month): 07-08 (Oktober) Pages: 358-376 Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF Handle: RePEc:fau:fauart:v:58:y:2008:i:7-8:p:358-376 Contact details of provider: Postal: Opletalova 26, CZ-110 00 Prague Phone: +420 2 222112330 Fax: +420 2 22112304 Email: liame2(‘cz’,’cuni’,’fsv’,’m7i7′,’ies’) Web page: http://ies.fsv.cuni.cz/ More information through EDIRC For technical questions regarding this item, or to correct its listing, contact: liame2(‘cz’,’cuni’,’fsv’,’m7i7′,’svarcova’) (Natálie Švarcová). Related researchKeywords: emerging stock markets; predictability of stock returns; neural networks; Find related papers by JEL classification: C45 – Mathematical and Quantitative Methods – – Ec