Cognitive Learning Of Intelligence Systems Using Neural Networks: Evidence From The Australian Capital Markets

• Main Authors: Tan, Joachim, Wong, Edward Sek
• Format: Article
• Language: English
• Published: Asian Academy of Management (AAM) 2002
• Subjects: HD28-70 Management. Industrial Management
• Online Access: http://eprints.usm.my/35603/1/AAMJ_7-2-2.pdf; http://eprints.usm.my/35603/; http://web.usm.my/aamj/7.2.2002/AAMJ%207-2-2.pdf
• Institution: Universiti Sains Malaysia

Artificial neural networks (ANNs) allow users to improve forecasts through pattern recognition. The purpose of this paper is to validate ANNs as a detection tool in four financial markets. This study investigates whether market inefficiencies exist using ANN as a model. It also investigates wheth...