Linear Regression versus Backpropagation Networks to Predict Quarterly Stock Market Excess Returns

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@article{236ee96ac3404416a7c6c3c2d1e5e10e,

title = "Linear Regression versus Backpropagation Networks to Predict Quarterly Stock Market Excess Returns",

author = "Y. Hiemstra",

year = "1996",

doi = "10.1007/bf00115692",

language = "English",

volume = "9",

pages = "67--76",

journal = "Computational Economics",

issn = "0927-7099",

publisher = "Springer Netherlands",

number = "1",

}