Bridge over ocean
1 September 1992 Financial Analysts Journal Volume 48, Issue 5

Applying Artificial Neural Networks to Investment Analysis

  1. George S. Swales, Jr.
  2. Young Yoon

Artificial neural network technology can be used to differentiate between stocks that perform well and those that perform poorly. This note compares the neural network results with the results of a more commonly used linear multiple discriminant analysis approach. The non-linear, nine-variable, artificial neural network model performed significantly better than the tested alternative.

Read the Complete Article in Financial Analysts Journal Financial Analysts Journal CFA Institute Member Content

We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.