1996
@article{CUB1996,
vgclass = {refpap},
author = {W.-C. Chiang and T. L. Urban G. W. Baldridge},
title = {A neural network approach to mutual fund net asset value
forecasting},
journal = {Omega, The International Journal of Management Science},
volume = {24},
number = {2},
pages = {205--215},
month = {April},
year = {1996},
url = {http://dx.doi.org/10.1016/0305-0483(95)00059-3},
abstract = {In this paper, an artificial neural network method is
applied to forecast the end-of-year net asset value (NAV) of mutual
funds. The back-propagation neural network is identified and explained.
Historical economic information is used for the prediction of NAV data.
The results of the forecasting are compared to those of traditional
econometric techniques (i.e. linear and nonlinear regression analysis),
and it is shown that neural networks significantly outperform
regression models in situations with limited data availability.},
}