Artificial Neural Networks in Stock Return Prediction: Testing Model Specification in a Global Context
This research investigates whether artificial neural networks which make use of firm specific fundamental and technical factors can accurately predict the returns of a sample of several large-cap stocks from various markets across the globe. This study also explores which hidden layer configuration...
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| Format: | Dissertation |
| Language: | English |
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Faculty of Commerce
2021
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| Online Access: | http://hdl.handle.net/11427/32567 |