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Cited by 698

The DOI matches its Crossref record; 15 of the 15 references it cites were found in a registry or an index.

Economic prediction using neural networks: the case of IBM daily stock returns

White·1988·IEEE International Conference on Neural Networks
DOI 10.1109/icnn.1988.23959
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Abstract

A report is presented of some results of an ongoing project using neural-network modeling and learning techniques to search for and decode nonlinear regularities in asset price movements. The author focuses on the case of IBM common stock daily returns. Having to deal with the salient features of economic data highlights the role to be played by statistical inference and requires modifications to standard learning techniques which may prove useful in other contexts.>

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Metadata

Authors
White
Venue
IEEE International Conference on Neural Networks
Publisher
IEEE
Published
1988
Pages
451-458 vol.2
ISSN
1098-7576 (ISSN-L)
DOI
10.1109/icnn.1988.23959
OpenAlex
W2120224355
Cited by
698
References
15
FWCI
5.76
Type
conference paper
Language
en
Open access
closed

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CoChat. (2026). Citation check: Economic prediction using neural networks: the case of IBM daily stock returns. https://app.cochat.ai/papers/10.1109/icnn.1988.23959
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White. (1988). Economic prediction using neural networks: the case of IBM daily stock returns. IEEE International Conference on Neural Networks. https://doi.org/10.1109/icnn.1988.23959

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.