Neural Networks in the Capital Markets: An Application to Index Forecasting

Neural Networks in the Capital Markets: An Application to Index Forecasting

In this article we construct an Index of Austrian Initial Public Offerings (IPOX) which is isomorph to the Austrian Traded Index (ATX). Conjecturing that the ATX qualifies as an explaining variable for the IPOX, we investigate the time trend properties of and the comovement between the two indices....

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Bibliographic Details
Main Authors:	Helmenstein, Christian, Häfke, Christian
Format:	Others
Language:	en
Published:	Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business 1995
Online Access:	http://epub.wu.ac.at/6308/1/WP_32.pdf

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