Perez-Rodriguez, Jorge - In: Quantitative Finance 11 (2011) 6, pp. 901-916
. Our results indicate that the probabilistic neural network classifies and predicts slightly better than linear, Probit and …Taking into account that transaction prices are realized at the bid or the ask price, we propose a probabilistic neural … neural network models to estimate the probability of an incoming order signal by means of statistical and economic criteria …