ajayshah@alhena.usc.edu (Ajay Shah) (02/11/91)
In article <1991Feb9.144949@ecevl2.enet.dec.com> scot@ecevl4.ncsu.edu writes: >Hi there, > I'm interested in doing a neural net project on the analysis of stocks. >Does anyone now of any papers on the subject, or has anyone done anything >like this that I can look at? There is a working paper by Hal White (Economics Department, UCSD) on the subject. Economic theory anyway predicts there isn't much hope by way of techniques to systematically make money on the stock market. Hal White's results confirm that. I think he finds a ARIMA model dominates the neural network. -- _______________________________________________________________________________ Ajay Shah, (213)734-3930, ajayshah@usc.edu The more things change, the more they stay insane. _______________________________________________________________________________