Multilayer feedforward networks are universal approximators
Neural Networks
The basic ideas in neural networks
Communications of the ACM
Neural network models for time series forecasts
Management Science
Neural network credit scoring models
Computers and Operations Research - Neural networks in business
A simulation study of artificial neural networks for nonlinear time-series forecasting
Computers and Operations Research
Neural Network Time Series Forecasting of Financial Markets
Neural Network Time Series Forecasting of Financial Markets
Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real World Performance
Predicting the Equity Premium with Dividend Ratios
Management Science
International Journal of Electronic Finance
An empirical examination of the use of NN5 for Hong Kong stock price forecasting
International Journal of Electronic Finance
Prediction of corporate financial health by Artificial Neural Network
International Journal of Electronic Finance
Critical factors for determining market price of stocks traded on the Korean Stock Exchanges (KSE)
International Journal of Intelligent Systems Technologies and Applications
Does Altman's z-score predict the economic viability of health maintenance organisations?
International Journal of Electronic Finance
Use of distributed computing in derivative pricing
International Journal of Electronic Finance
Financial implications of artificial Neural Networks in automobile insurance underwriting
International Journal of Electronic Finance
A data model for processing financial market and news data
International Journal of Electronic Finance
Construction of classification models for credit policies in banks
International Journal of Electronic Finance
Using relative movement to support ANN-based stock forecasting in Thai stock market
International Journal of Electronic Finance
Non-linear estimates of the Black-Scholes option pricing model using online agent-based data
International Journal of Electronic Finance
Asymmetric responses, risk seeking and internet bubble
International Journal of Electronic Finance
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This study explores whether market sentiment is significantly related to equity premium levels using the Artificial Neural Network (ANN) framework with both the Conference Board CCI and the Michigan Consumer Sentiment Index (CSI) as market sentiment proxies. Contrary to several studies, our results showed that after controlling for a standard set of fundamental variables, there is little evidence to support a strong direct relationship between market sentiment and equity premium. However, these results agree with other empirical studies that find market sentiment to be a reflection of market fundamentals, which in turn actually affect equity premium levels.