TY - GEN
T1 - Neural network prediction and decision making system for investment assets
AU - Valencia N, Cesar
AU - Sanabria, Alfredo
AU - González A, Hernando
AU - Arizmendi P, Carlos
AU - Orjuela C, David
N1 - Publisher Copyright:
© Springer Nature Switzerland AG 2021.
PY - 2021
Y1 - 2021
N2 - The problem is to test the weak hypothesis of efficient markets through three neural networks that can predict the trends of investment assets such as: The Dow Jones, gold and Euro dollar, according to theories of technical analysis to automate positions of both long and short investment in the Spot market. With regard to forecasting time series, multiple approaches have been tested, through statistical models such as [1–3], where forecasts are made from different information sources with characteristics differentiated (sasonality, tendency, periodicity), however, other actors have begun to gain strength by getting the first places in international competitions, this is the case of Neural Networks, in works published as [4–6] the results have shown that this type of model offers a real opportunity to work with time series of different characteristics.
AB - The problem is to test the weak hypothesis of efficient markets through three neural networks that can predict the trends of investment assets such as: The Dow Jones, gold and Euro dollar, according to theories of technical analysis to automate positions of both long and short investment in the Spot market. With regard to forecasting time series, multiple approaches have been tested, through statistical models such as [1–3], where forecasts are made from different information sources with characteristics differentiated (sasonality, tendency, periodicity), however, other actors have begun to gain strength by getting the first places in international competitions, this is the case of Neural Networks, in works published as [4–6] the results have shown that this type of model offers a real opportunity to work with time series of different characteristics.
KW - Assests
KW - Decision making
KW - Invesment
KW - Neural network
KW - Prediction
UR - http://www.scopus.com/inward/record.url?scp=85089722803&partnerID=8YFLogxK
U2 - 10.1007/978-3-030-53021-1_27
DO - 10.1007/978-3-030-53021-1_27
M3 - Libros de Investigación
AN - SCOPUS:85089722803
SN - 9783030530204
T3 - Lecture Notes in Electrical Engineering
SP - 262
EP - 272
BT - AETA 2019 - Recent Advances in Electrical Engineering and Related Sciences
A2 - Cortes Tobar, Dario Fernando
A2 - Hoang Duy, Vo
A2 - Trong Dao, Tran
PB - Springer
T2 - 6th International Conference on Advanced Engineering Theory and Applications, AETA 2019
Y2 - 6 November 2019 through 8 November 2019
ER -