Linear Regression versus Backpropagation Networks to Predict Quarterly Stock Market Excess Returns
| Year of publication: |
1996
|
|---|---|
| Authors: | Hiemstra, Ypke |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 9.1996, 1, p. 67-76
|