TY  - RPRT
A1  - Muntermann, Jan
T1  - Automated ANN alerts : one step ahead with mobile support
N2  - In this paper, I examine the potential of mobile alerting services empowering investors to react quickly to critical market events. Therefore, an analysis of short-term (intraday) price effects is performed. I find abnormal returns to company announcements which are completed within a timeframe of minutes. To make use of these findings, these price effects are predicted using pre-defined external metrics and different estimation methodologies. Compared to previous research, the results provide support that artificial neural networks and multiple linear regression are good estimation models for forecasting price effects also on an intraday basis. As most of the price effect magnitude and effect delay can be estimated correctly, it is demonstrated how a suitable mobile alerting service combining a low level of user-intrusiveness and timely information supply can be designed.
KW  - Mobile Telekommunikation / Electronic Commerce
KW  - Neuronales Netz
KW  - Informationssystem
KW  - Automated Mobile Customer Alerts
KW  - Artificial Neural Networks (ANN)
KW  - Financial Forecasting
KW  - Financial Decision Support
KW  - Event Study
Y1  - 2006
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/3011
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30-23932
ER  -