The three-factor model and artificial neural networks: predicting stock price movement in China

Qing Cao, Mark E. Parry, Karyl B. Leggio. The three-factor model and artificial neural networks: predicting stock price movement in China. Annals OR, 185(1):25-44, 2011. [doi]

Authors

Qing Cao

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Mark E. Parry

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Karyl B. Leggio

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