Zhang, Wendi; Li, Bin; Liew, Alan Wee-Chung; Roca, Eduardo - In: Financial innovation : FIN 9 (2023) 1, pp. 1-33
Purpose: The Group Method of Data Handling (GMDH) neural network has demonstrated good performance in data mining, prediction, and optimization. Scholars have used it to forecast stock and real estate investment trust (REIT) returns in some countries and region, but not in the United States (US)...