Neural networks in the capital markets: An application to index forecasting

Keyphrases

• Neural Network 100%
• Austrian 100%
• Capital Markets 100%
• Index Forecasting 100%
• Linear Error 33%
• Forecasting Model 33%
• Error Correction 33%
• Isomorphs 33%
• Buy-and-hold 33%
• Simple Moving Average 33%
• Trading Strategy 33%
• Time Trends 33%
• Co-movement 33%
• Investor Returns 33%
• Initial Public Offerings 33%
• Trading Mechanism 33%

Economics, Econometrics and Finance

• Initial Public Offering 100%