How do neural networks enhance the predictability of Central European stock returns?
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: How do neural networks enhance the predictability of Central European stock returns?
- Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
- Surprise effect of Euro area macroeconomic announcements on CIVETS stock markets
- Seasonality and the non-trading effect on Central European stock markets
- Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets
- Analysis of Stock Returns with Respect to Covid-19 Pandemic and War in Ukraine
- Prediction of European Stock Indexes Using Neuro-fuzzy Technique