How to cite this paper
Naderi, H., Moradpour, M., Zangeneh, M & Khani, F. (2012). Neural networks and forecasting stock price movements-accounting approach: Empirical evidence from Iran.Management Science Letters , 2(4), 1417-1424.
Refrences
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Callen, J.L., Kwan, C.C.Y., Yip, P.C.Y., & Yuan, Y. (1996). Neural network forecasting of quarterly accounting earnings. International Journal of Forecasting, 12(4), 475-482.
Caudill, M. (1993). GRNN and Bear It. AI Expert, 8(5), 28-33.
Chen, A.S., Leung, M.T., & Daouk, H. (2003). Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index. Computers & Operations Research, 30(6), 901-923.
Desai, V. S., & Bharati, R. (1998). A comparison of linear regression and neural network methods for predicting excess returns on large stocks. Annals of Operations Research, 78, 127-163.
Dhar, V., & Chou, D. (2001). A comparison of nonlinear methods for predicting earnings surprises and returns. IEEE Transaction on neural network, 12(4), 907 – 921.
Ebrahimpour, Kabir, E., Esteky, H., Yousefi, M.R. (2008).A mixture of multilayer perceptron experts network for modeling face/nonface recognition in cortical face processing regions. Expert Systems with Applications, 14(2), 145-156.
Ebrahimpour, R., Nikoo, H., Masoudnia, S., Yousefi, M.R., & Ghaemif, M.S. (2011). Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange. International Journal of Forecasting, 27(3), 804-816.
Haerdle, W. (1990), Applied Nonparametric Regression, Cambridge Univ. Press.
Leung, M.T., Chen, A.S., & Daouk, H. (2000). Forecasting exchange rates using general regression neural networks. Computers & Operations Research, 27(11-12), 1093-1110.
Leung, M.T., Daouk, H., & Chen, A.S. (2000). Forecasting stock indices: a comparison of classification and level estimation models. International Journal of Forecasting, 173-190.
Nadaraya, E.A. (1964). On estimating regression. Theory of Probability Applications, 10, 186-190.
Olson, D., & Mossman, C. (2003). Neural network forecasts of Canadian stock returns using accounting ratios. International Journal of Forecasting, 19(3), 453-465.
Schioler, H. & Hartmann, U. (1992). Mapping neural network derived from the Parzen window estimator. Neural Networks, 5, 903-909.
Specht, D.F. (1968). A practical technique for estimating general regression surfaces. Lockheed report LMSC 6-79-68-6. Defense Technical Information Center AD-672505.
Specht, D.F. (1991). A generalized regression neural network. IEEE Transactions on Neural Networks, 2, 568-576.
Callen, J.L., Kwan, C.C.Y., Yip, P.C.Y., & Yuan, Y. (1996). Neural network forecasting of quarterly accounting earnings. International Journal of Forecasting, 12(4), 475-482.
Caudill, M. (1993). GRNN and Bear It. AI Expert, 8(5), 28-33.
Chen, A.S., Leung, M.T., & Daouk, H. (2003). Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index. Computers & Operations Research, 30(6), 901-923.
Desai, V. S., & Bharati, R. (1998). A comparison of linear regression and neural network methods for predicting excess returns on large stocks. Annals of Operations Research, 78, 127-163.
Dhar, V., & Chou, D. (2001). A comparison of nonlinear methods for predicting earnings surprises and returns. IEEE Transaction on neural network, 12(4), 907 – 921.
Ebrahimpour, Kabir, E., Esteky, H., Yousefi, M.R. (2008).A mixture of multilayer perceptron experts network for modeling face/nonface recognition in cortical face processing regions. Expert Systems with Applications, 14(2), 145-156.
Ebrahimpour, R., Nikoo, H., Masoudnia, S., Yousefi, M.R., & Ghaemif, M.S. (2011). Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange. International Journal of Forecasting, 27(3), 804-816.
Haerdle, W. (1990), Applied Nonparametric Regression, Cambridge Univ. Press.
Leung, M.T., Chen, A.S., & Daouk, H. (2000). Forecasting exchange rates using general regression neural networks. Computers & Operations Research, 27(11-12), 1093-1110.
Leung, M.T., Daouk, H., & Chen, A.S. (2000). Forecasting stock indices: a comparison of classification and level estimation models. International Journal of Forecasting, 173-190.
Nadaraya, E.A. (1964). On estimating regression. Theory of Probability Applications, 10, 186-190.
Olson, D., & Mossman, C. (2003). Neural network forecasts of Canadian stock returns using accounting ratios. International Journal of Forecasting, 19(3), 453-465.
Schioler, H. & Hartmann, U. (1992). Mapping neural network derived from the Parzen window estimator. Neural Networks, 5, 903-909.
Specht, D.F. (1968). A practical technique for estimating general regression surfaces. Lockheed report LMSC 6-79-68-6. Defense Technical Information Center AD-672505.
Specht, D.F. (1991). A generalized regression neural network. IEEE Transactions on Neural Networks, 2, 568-576.