{"id":"https://openalex.org/W2149190844","doi":null,"title":"PRIMER ON USING NEURAL NETWORKS FOR FORECASTING MARKET VARIABLES","display_name":"PRIMER ON USING NEURAL NETWORKS FOR FORECASTING MARKET VARIABLES","publication_year":2004,"publication_date":"2004-01-01","ids":{"openalex":"https://openalex.org/W2149190844","mag":"2149190844"},"language":"en","primary_location":{"id":"pmh:oai:CiteSeerX.psu:10.1.1.92.4355","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.92.4355","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.snhu.edu/files/pdfs/NeuralNetworks2004-03.pdf","raw_type":"text"},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5063199461","display_name":"Shaikh A. Hamid","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Shaikh A. Hamid","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5063199461"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.151,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.87018497,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7085000276565552,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7085000276565552,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.21060000360012054,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.06030000001192093,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.9599999785423279},{"id":"https://openalex.org/keywords/volatility-forecasting","display_name":"volatility forecasting","score":0.7250000238418579},{"id":"https://openalex.org/keywords/s-p-500-index-futures","display_name":"S&P 500 futures","score":0.9570000171661377},{"id":"https://openalex.org/keywords/implied-volatility","display_name":"implied volatility","score":0.9769999980926514},{"id":"https://openalex.org/keywords/realized-volatility","display_name":"realized volatility","score":0.9570000171661377},{"id":"https://openalex.org/keywords/financial-forecasting","display_name":"financial forecasting","score":0.34200000762939453}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7920739054679871},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.6833299398422241},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6476321816444397},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.6473935842514038},{"id":"https://openalex.org/C2983622608","wikidata":"https://www.wikidata.org/wiki/Q2298435","display_name":"Futures market","level":3,"score":0.6234731078147888},{"id":"https://openalex.org/C44731940","wikidata":"https://www.wikidata.org/wiki/Q7940001","display_name":"Volatility risk premium","level":4,"score":0.5741474032402039},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5587589740753174},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5479625463485718},{"id":"https://openalex.org/C13290067","wikidata":"https://www.wikidata.org/wiki/Q915788","display_name":"Volatility smile","level":3,"score":0.535423219203949},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.5004158020019531},{"id":"https://openalex.org/C192620184","wikidata":"https://www.wikidata.org/wiki/Q7940002","display_name":"Volatility swap","level":4,"score":0.49091702699661255},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.46061229705810547},{"id":"https://openalex.org/C60092789","wikidata":"https://www.wikidata.org/wiki/Q7301291","display_name":"Realized variance","level":3,"score":0.4431934952735901},{"id":"https://openalex.org/C117996083","wikidata":"https://www.wikidata.org/wiki/Q5473296","display_name":"Forward volatility","level":4,"score":0.4408606290817261},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.23327845335006714},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.14631927013397217},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:CiteSeerX.psu:10.1.1.92.4355","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.92.4355","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.snhu.edu/files/pdfs/NeuralNetworks2004-03.pdf","raw_type":"text"},{"id":"pmh:oai:academicarchive.snhu.edu:10474/1679","doi":null,"is_oa":false,"landing_page_url":"https://hdl.handle.net/10474/1679","pdf_url":null,"source":{"id":"https://openalex.org/S4306402359","display_name":"SNHU Academic Archive (Southern New Hampshire University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I33308869","host_organization_name":"Southern New Hampshire University","host_organization_lineage":["https://openalex.org/I33308869"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Working Paper"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":79,"referenced_works":["https://openalex.org/W46981156","https://openalex.org/W100562373","https://openalex.org/W1543335190","https://openalex.org/W1571606322","https://openalex.org/W1596728080","https://openalex.org/W1754495824","https://openalex.org/W1782977420","https://openalex.org/W1934612123","https://openalex.org/W1966106237","https://openalex.org/W1966510486","https://openalex.org/W1967696505","https://openalex.org/W1968182870","https://openalex.org/W1981566710","https://openalex.org/W1983220355","https://openalex.org/W1983925612","https://openalex.org/W1989869972","https://openalex.org/W1993498260","https://openalex.org/W1998075225","https://openalex.org/W1998522803","https://openalex.org/W1999750397","https://openalex.org/W2001412000","https://openalex.org/W2003457432","https://openalex.org/W2005598952","https://openalex.org/W2005877787","https://openalex.org/W2007871702","https://openalex.org/W2008724782","https://openalex.org/W2011586792","https://openalex.org/W2012687627","https://openalex.org/W2016207894","https://openalex.org/W2020246210","https://openalex.org/W2023944948","https://openalex.org/W2024056468","https://openalex.org/W2026292509","https://openalex.org/W2029462653","https://openalex.org/W2031770044","https://openalex.org/W2031856024","https://openalex.org/W2033594054","https://openalex.org/W2035942174","https://openalex.org/W2040989045","https://openalex.org/W2043089652","https://openalex.org/W2048344772","https://openalex.org/W2048469097","https://openalex.org/W2049234737","https://openalex.org/W2058076138","https://openalex.org/W2064031858","https://openalex.org/W2065675797","https://openalex.org/W2066431932","https://openalex.org/W2077610490","https://openalex.org/W2078309414","https://openalex.org/W2079544958","https://openalex.org/W2081663933","https://openalex.org/W2089942891","https://openalex.org/W2090294984","https://openalex.org/W2092543866","https://openalex.org/W2094835679","https://openalex.org/W2095150669","https://openalex.org/W2101927907","https://openalex.org/W2102557181","https://openalex.org/W2102560880","https://openalex.org/W2108959409","https://openalex.org/W2110374348","https://openalex.org/W2113668251","https://openalex.org/W2118694425","https://openalex.org/W2119777970","https://openalex.org/W2120224355","https://openalex.org/W2130319872","https://openalex.org/W2134854214","https://openalex.org/W2136592420","https://openalex.org/W2137453716","https://openalex.org/W2138621668","https://openalex.org/W2141530906","https://openalex.org/W2171493080","https://openalex.org/W2185628600","https://openalex.org/W2291476263","https://openalex.org/W2766736793","https://openalex.org/W3094066659","https://openalex.org/W3121573664","https://openalex.org/W3124436545","https://openalex.org/W3151666377"],"related_works":["https://openalex.org/W2068527816","https://openalex.org/W2074107564","https://openalex.org/W4252296371","https://openalex.org/W2621911130","https://openalex.org/W7019459782","https://openalex.org/W2031770044","https://openalex.org/W2163325212","https://openalex.org/W104873725","https://openalex.org/W2089942891","https://openalex.org/W7204012943"],"abstract_inverted_index":{"Ability":[0],"to":[1,7,33,108,120],"forecast":[2],"market":[3,23,47],"variables":[4,48],"is":[5],"critical":[6],"analysts,":[8],"economists":[9],"and":[10,31,51,82],"investors.":[11],"Among":[12],"other":[13],"uses,":[14],"neural":[15,43,68,94,103],"networks":[16,44,69,95,104],"are":[17,26,105,118],"gaining":[18],"in":[19,21,28,49,52,127,142,152],"popularity":[20],"forecasting":[22,46,54],"variables.":[24],"They":[25],"used":[27],"various":[29],"disciplines":[30],"issues":[32],"map":[34],"complex":[35],"relationships.":[36],"We":[37,63],"present":[38],"a":[39],"primer":[40],"for":[41,45,86],"using":[42,79],"general,":[50],"particular,":[53],"volatility":[55,65,72,98,116,126],"of":[56,129,135,145],"the":[57,80,143],"S&P":[58,74],"500":[59,75],"Index":[60,76],"futures":[61,77],"prices.":[62],"compare":[64],"forecasts":[66,101,117],"from":[67,73,93,102,112,124],"with":[70],"implied":[71,97],"options":[78,89],"Barone-Adesi":[81],"Whaley":[83],"(BAW)":[84],"model":[85],"pricing":[87],"American":[88],"on":[90],"futures.":[91],"Forecasts":[92],"outperform":[96],"forecasts.":[99],"Volatility":[100],"not":[106],"found":[107,119],"be":[109,121],"significantly":[110,122],"different":[111,123],"realized":[113,125],"volatility.":[114],"Implied":[115],"two":[128],"three":[130],"cases.":[131],"A":[132],"revised":[133],"version":[134,151],"this":[136,150],"paper":[137],"has":[138],"since":[139],"been":[140],"published":[141],"Journal":[144],"Business":[146],"Research.":[147],"Please":[148],"use":[149],"your":[153],"citations.":[154]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2025-10-10T00:00:00"}