Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales
<p><strong></strong>As opposed to the weak form of efficient-market hypothesis, the current study shows that it is possible to do good predictions about the daily share price fluctuations of Suraminv, using artificial neural network models. Furthermore, the forecasts obtained are u...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Universidad EAFIT
2009-12-01
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| Series: | AD-minister |
| Subjects: | |
| Online Access: | http://publicaciones.eafit.edu.co/index.php/administer/article/view/202 |
| _version_ | 1811270969953615872 |
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| author | Jaime Enrique Arrieta Bechara Juan Camilo Torres Cruz Hermilson Velásquez Ceballos |
| author_facet | Jaime Enrique Arrieta Bechara Juan Camilo Torres Cruz Hermilson Velásquez Ceballos |
| author_sort | Jaime Enrique Arrieta Bechara |
| collection | DOAJ |
| description | <p><strong></strong>As opposed to the weak form of efficient-market hypothesis, the current study shows that it is possible to do good predictions about the daily share price fluctuations of Suraminv, using artificial neural network models. Furthermore, the forecasts obtained are used to analyze the possibility of gaining extraordinary returns with regard to the <em>Buy & Hold </em>strategy, through negotiation systems with basic rules.</p><br><p><strong></strong>La investigación muestra que es posible realizar, por medio de modelos de redes neuronales artificiales, buenas predicciones sobre el comportamiento diario de la acción de SURAMINV. Tales resultados contrarían la hipótesis de la teoría de eficiencia débil de mercado. A partir de dichas predicciones y con el uso de sistemas de negociación, se evalúa la posibilidad de obtener rendimientos extraordinarios sobre la estrategia <em>Buy & Hold </em>teniendo en cuenta costos de transacción y oportunidad.</p> |
| first_indexed | 2024-04-12T22:11:46Z |
| format | Article |
| id | doaj.art-4172583d4e84461c92c00e0b5ae4f8ef |
| institution | Directory Open Access Journal |
| issn | 1692-0279 2256-4322 |
| language | English |
| last_indexed | 2024-04-12T22:11:46Z |
| publishDate | 2009-12-01 |
| publisher | Universidad EAFIT |
| record_format | Article |
| series | AD-minister |
| spelling | doaj.art-4172583d4e84461c92c00e0b5ae4f8ef2022-12-22T03:14:42ZengUniversidad EAFITAD-minister1692-02792256-43222009-12-010153246Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronalesJaime Enrique Arrieta BecharaJuan Camilo Torres CruzHermilson Velásquez Ceballos<p><strong></strong>As opposed to the weak form of efficient-market hypothesis, the current study shows that it is possible to do good predictions about the daily share price fluctuations of Suraminv, using artificial neural network models. Furthermore, the forecasts obtained are used to analyze the possibility of gaining extraordinary returns with regard to the <em>Buy & Hold </em>strategy, through negotiation systems with basic rules.</p><br><p><strong></strong>La investigación muestra que es posible realizar, por medio de modelos de redes neuronales artificiales, buenas predicciones sobre el comportamiento diario de la acción de SURAMINV. Tales resultados contrarían la hipótesis de la teoría de eficiencia débil de mercado. A partir de dichas predicciones y con el uso de sistemas de negociación, se evalúa la posibilidad de obtener rendimientos extraordinarios sobre la estrategia <em>Buy & Hold </em>teniendo en cuenta costos de transacción y oportunidad.</p>http://publicaciones.eafit.edu.co/index.php/administer/article/view/202Artificial Neural Netword (ANN), prediction, Suraminv, negotiation systems. |
| spellingShingle | Jaime Enrique Arrieta Bechara Juan Camilo Torres Cruz Hermilson Velásquez Ceballos Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales AD-minister Artificial Neural Netword (ANN), prediction, Suraminv, negotiation systems. |
| title | Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales |
| title_full | Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales |
| title_fullStr | Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales |
| title_full_unstemmed | Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales |
| title_short | Prediction of the daily share price fluctuations of SURAMINV. A neural netword model Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales |
| title_sort | prediction of the daily share price fluctuations of suraminv a neural netword model prediccion del comportamiento diario de la accion de suraminv un modelo de redes neuronales |
| topic | Artificial Neural Netword (ANN), prediction, Suraminv, negotiation systems. |
| url | http://publicaciones.eafit.edu.co/index.php/administer/article/view/202 |
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