Modeling of NASDAQ-GEM stock price relationship using neural network
Refereed conference paper presented and published in conference proceedings

香港中文大學研究人員
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摘要It is believed that the NASDAQ index has been one of the major "news" affecting the GEM stock prices. In order to understand the complex relationship between this index and the GEM stock prices, the time-series models using this index as exogenous input are studied. In addition, the correlation between this index and the GEM stock prices, and the reduction of error variance using neural networks are investigated. Based on the significance of this NASDAQ effect, seven GEM stocks are extracted and examined using different neural networks. In sample and out-of-sample tests are performed using this index or the change of this index as the exogenous input. A comparison among different neural networks is given.
著者Ng HS, Lam KP
會議名稱IEEE International Conference on Management of Innovation and Technology (ICMIT 2000)
會議開始日12.11.2000
會議完結日15.11.2000
會議地點SINGAPORE
會議國家/地區新加坡
詳細描述(Management in the 21st Century) vol.1
出版年份2000
月份1
日期1
出版社IEEE
頁次41 - 46
國際標準書號0-7803-6652-2
語言英式英語
關鍵詞Growth Enterprise Market; NASDAQ index; neural networks; time series models
Web of Science 學科類別Computer Science; Computer Science, Information Systems; Engineering; Engineering, Industrial; Engineering, Manufacturing

上次更新時間 2021-16-01 於 00:53