Show simple item record

Testing the predictability of the Cyprus Stock Exchange: The case of an emerging market

dc.contributor.authorAndreou, Andreas S.en
dc.contributor.authorNeocleous, Constantinos C.en
dc.contributor.authorSchizas, Christos N.en
dc.contributor.authorToumpouris, Costasen
dc.creatorAndreou, Andreas S.en
dc.creatorNeocleous, Constantinos C.en
dc.creatorSchizas, Christos N.en
dc.creatorToumpouris, Costasen
dc.date.accessioned2019-11-13T10:38:13Z
dc.date.available2019-11-13T10:38:13Z
dc.date.issued2000
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/53514
dc.description.abstractA systematic investigation of the effect of different neural network architecture alternatives for predicting the future course of stock prices in the Cyprus Stock Exchange (CSE) market is conducted. This market exhibited an abrupt increase in the general index price during the last year, thus forming a very interesting case for research purposes. The influence of various economic and political factors, from both the local and the international scene, have also been examined. The main conclusion drawn is that the CSE market is governed by unique conditions which when properly modeled can yield successful predictions.en
dc.publisherIEEEen
dc.sourceProceedings of the International Joint Conference on Neural Networksen
dc.sourceInternational Joint Conference on Neural Networks (IJCNN'2000)en
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0033714970&partnerID=40&md5=3170eba5a29b03ac76e25aef5c0b24e9
dc.subjectMathematical modelsen
dc.subjectMarketingen
dc.subjectRisk managementen
dc.subjectFinanceen
dc.subjectIndustrial economicsen
dc.subjectNeural networksen
dc.subjectStock pricesen
dc.titleTesting the predictability of the Cyprus Stock Exchange: The case of an emerging marketen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.description.volume6
dc.description.startingpage360
dc.description.endingpage365
dc.author.faculty002 Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.departmentΤμήμα Πληροφορικής / Department of Computer Science
dc.type.uhtypeConference Objecten
dc.description.notes<p>Sponsors: IEEE Neural Network Councilen
dc.description.notesInternational Neural Network Societyen
dc.description.notesEuropean Neural Network Societyen
dc.description.notesConference code: 57397en
dc.description.notesCited By :6</p>en
dc.contributor.orcidSchizas, Christos N. [0000-0001-6548-4980]
dc.contributor.orcidAndreou, Andreas S. [0000-0001-7104-2097]
dc.gnosis.orcid0000-0001-6548-4980
dc.gnosis.orcid0000-0001-7104-2097


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record