APPLICATION OF RECURRENT NEURAL NETWORKS IN THE PROVISION OF TIME SERIES: A STUDY OF STOCK EXCHANGE STOCK PRICES

Future events prediction in an assertive way has been the object of analysis by several researchers, especially in the financial area. In this context, there are countless possibilities for using this tool in the decision-making process of investment managers and analysts. This article aim to propos...

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Bibliographic Details
Main Authors: Gabriel Dilly Vieira Furtuoso, Marcos dos Santos, Renato Santiago Quintal
Format: Article
Language:Portuguese
Published: Centro Universitário Christus 2022-05-01
Series:Revista Gestão em Análise
Subjects:
Online Access:https://periodicos.unichristus.edu.br/gestao/article/view/4006