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Author: | Bansal, A. Kauffman, R. Weitz, R. |
Title: | Comparing the modeling performance of regression and neural networks as data quality varies: a business value approach |
Journal: | Journal of Management Information Systems
1993 : SUMMER, VOL. 10:1, p. 11-32 |
Index terms: | DECISION SUPPORT SYSTEMS FORECASTING INFORMATION ECONOMICS |
Language: | eng |
Abstract: | This paper examines a real-world example from the field of finance to illustrate a comparison of alternative modeling tools. Two modeling alternatives are used in this example: regression analysis and neural network analysis. There are two main results: (1) Linear regression outperformed neural nets in terms of forecasting accuracy, but the opposite was true when the business value of the forecast was considered. (2) Neural net-based forecasts tended to be more robust than linear regression forecasts as data accuracy degraded. |
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