Financial time series forecast using artificial neural networks: a comparative in the 2008 crisis

Financial time series forecast using artificial neural networks: a comparative in the 2008 crisis

Artificial Neural Networks (ANN) have been used in different segments inside the area of finance such as stock prices and market indices forecast. This article seeks to measure the power of ANN on the Bovespa Index and the prediction of stock prices, verifying their forecast power even in times of c...

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Bibliographic Details
Main Authors: Debora Barbosa Aires, Ronaldo César Dametto, Antonio Fernando Crepaldi
Format: Article
Language:English
Published: Universidade Estadual Paulista 2018-03-01
Series:GEPROS: Gestão da Produção, Operações e Sistemas
Subjects:
Artificial Neural Networks
Ibovespa
ABEV3
ITUB4
Stock Market
Prices Forecast
Subprime Crisis
Online Access:http://revista.feb.unesp.br/index.php/gepros/article/view/2016

Internet

http://revista.feb.unesp.br/index.php/gepros/article/view/2016

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