Using neural networks to forecast the systematic risk of stocks

Article Abstract:

Seven traditional models based on regressions, averages, etc., for forecasting a stock's systematic risk, were compared with two neural network models. The financial statements of 67 German companies from 1967 to 1986 were used as data. While the inclusion of fundamental variables together with the previous year's beta into the forecast model gave the best results for the traditional procedures, the general regression neural network with the previous year's beta as the only input variable (G1) functioned better than the G2 network using fundamental variables.

Computer networks, Stocks, Risk (Economics)

---

Sequential buying policies

Article Abstract:

A dynamic model is used to illustrate a purchasing department problem. The decision maker must purchase a certain amount of a particular product at the lowest price during specific time periods. The purchasing department manager must decide whether to pay a fee to search for a new source of the product, realizing that the price established by the manager could be rejected.

Statistical Data Included, Purchasing

---

Application of SVM and ANN for image retrieval

Article Abstract:

A new scaling and rotation invariant encoding scheme for image retrieval is developed using support vector machines and artificial neural networks.

Methods, Image processing, Neural network

Similar abstracts:

• Abstracts: Using compressed workweeks to save labour cost. On the dimension of simple monotonic games
• Abstracts: Developing language strategies for international companies: the contribution of translation studies. The emerging approach to employee relations in German overseas affiliates: a role model for international operation?
• Abstracts: New research raises hope for treatment of asthma. Sanofi-Aventis profit rises on strong vaccine sales. Sanofi pulls out ahead of Chiron on bird-flu drug
• Abstracts: Assessing national identity in Russia between generations using the national identity scale. Market orientation and management practices in Ghanaian firms: revisiting the Jaworski and Kohli framework
• Abstracts: ATM network design for corporate networks. Resource enablement modeling: implications for studying the diffusion of technology

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.