Panda, Chakradhara; Narasimhan, V. - In: South Asia Economic Journal 7 (2006) 2, pp. 205-218
In this article, we use the artificial neural network in the forecasting of daily Bombay Stock Exchange (BSE) Sensitive Index (Sensex) returns. We compare the performance of the neural network with performances of random walk and linear autoregressive models by using six performance measures....