What is it about?
We show that stock price movements (up and down) are imperfectly forecasted using Artificial Neural Networks. In spite of the fact that the forecasts is better than a buy and hold strategy, it is far from a perfect forecast.
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Why is it important?
The Efficient Market Hypothesis, in its weak form, is not valid in the market under study, since (imperfect) forecast is possible.
Perspectives
Future work shold focus on different Artificial Neural Network architectures, combined with othe optimization techniques, such as Particle Swarm Optimization, in order to uncover better trading strategies to beat the market.
Dr Aurelio F. Bariviera
Universitat Rovira i Virgili
Read the Original
This page is a summary of: Stock Returns Forecast: An Examination By Means of Artificial Neural Networks, November 2017, Springer Science + Business Media,
DOI: 10.1007/978-3-319-69989-9_23.
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