Neural network forecasting of quarterly accounting earnings

@inproceedings{Callen1996NeuralNF,
  title={Neural network forecasting of quarterly accounting earnings},
  author={Jeffrey L. Callen and Clarence C. Y. Kwan and Patrick C. Yip and Yufei Yuan},
  year={1996}
}
Abstract This study uses an artificial neural network model to forecast quarterly accounting earnings for a sample of 296 corporations trading on the New York stock exchange. The resulting forecast errors are shown to be significantly larger (smaller) than those generated by the parsimonious Brown-Rozeff and Griffin-Watts (Foster) linear time series models, bringing into question the potential usefulness of neural network models in forecasting quarterly accounting earnings. This study confirms… CONTINUE READING

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