The Impact of Financial Crisis on the Predictability of the Stock Markets of PIGS Countries – Comparative Study of Prediction Accuracy of Technical Analysis and Neural Networks

The Impact of Financial Crisis on the Predictability of the Stock Markets of PIGS Countries – Comparative Study of Prediction Accuracy of Technical Analysis and Neural Networks

To a degree the financial crisis influenced all European countries but the most affected are the PIGS (Portugal, Ireland, Greece and Spain). We investigated the effect of the financial crisis on the prediction accuracy of artificial neural networks on the Portuguese, Irish, Athens and Madrid Stock E...

Full description

Bibliographic Details
Main Authors: Katarína Hiľovská, Martina Lučkaničová, Ján Šterba
Format: Article
Language:English
Published: Masaryk University 2011-09-01
Series:Financial Assets and Investing
Subjects:
Stock return
prediction
feed-forward neural network
technical analysis
financial crisis
Online Access:http://is.muni.cz/do/econ/soubory/aktivity/fai/27900200/FAI_issue2011_03_hilovska_luckanicova_sterba.pdf

Similar Items

Similar Items