# Stock Price Forecasting and Hypothesis Testing Using Neural Networks

arXiv: https://arxiv.org/abs/1908.11212 · HTML: https://mlsanity.com/paper/1908.11212/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 28 Aug 2019.

## Built on by (most cited first, 1 of 1)

- [Stock Index Prediction using Cointegration test and Quantile Loss](https://mlsanity.com/paper/2109.15045/) (2021)

## Abstract (arXiv)

In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we leverage those findings to question the efficient-market hypothesis through a formal statistical test.