Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/200392
Title: | Neural networks for estimating Macro Asset Pricing model in football clubs |
Author: | Alaminos Aguilera, David Esteban Labrador, Ignacio Salas Compas, M. Belén |
Keywords: | Xarxes neuronals (Informàtica) Equips de futbol Models no lineals (Estadística) Neural networks (Computer science) Soccer team Nonlinear models (Statistics) |
Issue Date: | 1-Apr-2023 |
Publisher: | John Wiley & Sons |
Abstract: | The recent crisis caused by COVID-19 directly affected consumption habits and thestability sof financial markets. In particular, the football industry has been hit hard bythis pandemic and therefore has more volatile stock prices. Given this new scenario,further research is needed to accurately estimate the value of the shares of footballclubs. In this paper, we estimate an asset pricing model in football clubs with differentcompositions of risk nature using non-linear techniques of artificial neural networks.Usually, asset pricing models have been estimated with linear methods such as ordi-nary least squares (...) |
Note: | Reproducció del document publicat a: https://doi.org/10.1002/isaf.1532 |
It is part of: | Intelligent Systems in Accounting, Finance and Management, 2023, vol. 30, p. 57-75 |
URI: | http://hdl.handle.net/2445/200392 |
Related resource: | https://doi.org/10.1002/isaf.1532 |
ISSN: | 1550-1949 |
Appears in Collections: | Articles publicats en revistes (Empresa) |
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