Journal of Forecasting

© John Wiley & Sons, Ltd.

Cover image for Journal of Forecasting

Special Issue: Neural Networks and Financial Economics

September - November 1998

Volume 17, Issue 5-6

Pages 347–495

Issue edited by: Apostolos Paul Refenes, Halbert White

  1. Preface

    1. Top of page
    2. Preface
    3. Research articles
    1. Preface (page 347)

      Apostolos-Paul Refenes and Halbert White

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<347::AID-FOR700>3.0.CO;2-5

  2. Research articles

    1. Top of page
    2. Preface
    3. Research articles
    1. Validation of volatility models (pages 349–368)

      Malik Magdon-Ismail and Yaser S. Abu-Mostafa

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<349::AID-FOR701>3.0.CO;2-X

    2. Improving the pricing of options: a neural network approach (pages 369–388)

      Ulrich Anders, Olaf Korn and Christian Schmitt

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<369::AID-FOR702>3.0.CO;2-S

    3. Classification Cramer–Rao bounds on stock price prediction (pages 389–399)

      Frances B. Shin and David H. Kil

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<389::AID-FOR703>3.0.CO;2-N

    4. Moving average rules, volume and the predictability of security returns with feedforward networks (pages 401–414)

      Ramazan Gençay and Thanasis Stengos

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<401::AID-FOR704>3.0.CO;2-C

    5. From financial information to strategic groups: a self-organizing neural network approach (pages 415–428)

      Carlos Serrano-Cinca

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<415::AID-FOR705>3.0.CO;2-X

    6. Forecasting of curves using a Kohonen classification (pages 429–439)

      Marie Cottrell, Bernard Girard and Patrick Rousset

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<429::AID-FOR706>3.0.CO;2-H

    7. Performance functions and reinforcement learning for trading systems and portfolios (pages 441–470)

      John Moody, Lizhong Wu, Yuansong Liao and Matthew Saffell

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<441::AID-FOR707>3.0.CO;2-#

    8. Weight space analysis and forecast uncertainty (pages 471–480)

      Arnfried Ossen and Stefan M. Rüger

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<471::AID-FOR708>3.0.CO;2-U

    9. How effective are neural networks at forecasting and prediction? A review and evaluation (pages 481–495)

      Monica Adya and Fred Collopy

      Article first published online: 4 DEC 1998 | DOI: 10.1002/(SICI)1099-131X(1998090)17:5/6<481::AID-FOR709>3.0.CO;2-Q

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