Neural network linear forecasts for stoc
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Angelos Kanas
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Article
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2001
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John Wiley and Sons
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English
β 104 KB
π 1 views
## Abstract We examine the outβofβsample performance of monthly returns forecasts for the Dow Jones and the FT, using a linear and an artificial neural network (ANN) model. The comparison of outβofβsample forecasts is done on the basis of directional accuracy, using the Pesaran and Timmermann (1992