Kumar, Manish - In: Asian Academy of Management Journal of Accounting and … 5 (2009) 2, pp. 101-118
This study attempts to forecast the next day’s returns of two time series in the Hang Seng Index (HSI) and Standard & Poor’s (S&P) 500 indices using Artificial Neural Networks (ANN) with past returns as input variables. Results from ANN are compared with those from the...
