Neural network forecasting of quarterly accounting earnings

Well Cited

108
Citations
33
Refs
1996
Year
Search Works
Work Details
  • DOI 10.1016/s0169-2070(96)00706-6
  • OpenAlex ID W2084166521
  • Type Article
  • Language EN
  • Published 01 Dec 1996
  • Volume 12 (4)
  • Pages 475–482
  • Source International Journal of Forecasting
  • Publisher Elsevier BV
  • FWCI 1.34
  • Countries 2
  • Institutions 2
  • Added 24 Jun 2016
  • Updated 17 Oct 2026
External Links
OpenAlex Record DOI Resolver PDF
MENU
0

Neural network forecasting of quarterly accounting earnings

Article 1996 EN Hybrid

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 o…

108

Citations

33

References

4

Authors

1.34

FWCI

Citations by Year
Last 14 years
Topics
Keywords
Authors & Affiliations
4 authors
#AuthorInstitutionsORCID
1 Jeffrey Lawrence Callen New York University (US)
2 Clarence C. Y. Kwan McMaster University (CA) —
3 Patrick C. Y. Yip McMaster University (CA) —
4 Yufei Yuan Corresponding McMaster University (CA)
Related Works
10

Data: OpenAlex