Neural Network Earnings per Share Forecasting Models: A Comparative Analysis of Alternative Methods

@article{Zhang2004NeuralNE,
  title={Neural Network Earnings per Share Forecasting Models: A Comparative Analysis of Alternative Methods},
  author={Wei Zhang and Qing Cao and Marc J. Schniederjans},
  journal={Decision Sciences},
  year={2004},
  volume={35},
  pages={205-237}
}
In this paper, we present a comparative analysis of the forecasting accuracy of univariate and multivariate linear models that incorporate fundamental accounting variables (i.e., inventory, accounts receivable, and so on) with the forecast accuracy of neural network models. Unique to this study is the focus of our comparison on the multivariate models to examine whether the neural network models incorporating the fundamental accounting variables can generate more accurate forecasts of future… CONTINUE READING

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