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From: ajayshah@alhena.usc.edu (Ajay Shah)
Newsgroups: comp.ai.neural-nets
Subject: Re: Need info on neural network analysis of stock market
Message-ID: <29940@usc>
Date: 10 Feb 91 20:51:34 GMT
References: <1991Feb9.144949@ecevl2.enet.dec.com>
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In article <1991Feb9.144949@ecevl2.enet.dec.com> scot@ecevl4.ncsu.edu writes:
>Hi there,
>	I'm interested in doing a neural net project on the analysis of stocks.
>Does anyone now of any papers on the subject, or has anyone done anything
>like this that I can look at?

There is a working paper by Hal White (Economics Department,
UCSD) on the subject. 

Economic theory anyway predicts there isn't much hope by way of
techniques to systematically make money on the stock market.  Hal
White's results confirm that.  I think he finds a ARIMA model
dominates the neural network.

-- 
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Ajay Shah, (213)734-3930, ajayshah@usc.edu
                              The more things change, the more they stay insane.
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