Chiang, W. -C.; Urban, T. L.; Baldridge, G. W. - In: Omega 24 (1996) 2, pp. 205-215
In this paper, an artificial neural network method is applied to forecast the end-of-year net asset value (NAV) of mutual funds. The back-propagation neural network is identified and explained. Historical economic information is used for the prediction of NAV data. The results of the forecasting...