Aplicação de Redes Neurais Polinomiais na Previsão do Ibovespa e Merval

Aplicação de Redes Neurais Polinomiais na Previsão do Ibovespa e Merval

This article analyses the efficiency of Group Method of Data Handling (GMDH) polynomial neural networks when anticipating return, on a monthly basis, on the return of the main Brazilian (Ibovespa) and Argentinean (Merval) market indicators. Initially, in order to determine the exogenous variable, we...

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Bibliographic Details
Main Authors: Everton Anger Cavalheiro, Kelmara Mendes Vieira, Paulo Sérgio Ceretta, José Carlos Severo Correa, Carlos Frederico de Oliveira Cunha
Format: Article
Language:Portuguese
Published: Universidade Regional do Noroeste do Estado do Rio Grande do Sul 2011-01-01
Series:Desenvolvimento em Questão
Subjects:
neural networks
co
integration
granger causality
Online Access:http://www.redalyc.org/articulo.oa?id=75220806009

Internet

http://www.redalyc.org/articulo.oa?id=75220806009

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