Examinando por Materia "Red neuronal artificial (RNA)"
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Ítem Desarrollo de un modelo de predicción usando redes neuronales artificiales de los precios de los futuros del dolar para la industria colombiana(Universidad EAFIT, 2023) Montoya Herrera, Alejandro; Durango Gutiérrez, María PatriciaThe present study presents an exploration of the dollar peso price prediction models, calculated through the use of artificial neural networks and stock market indicators, to constitute a tool for investment decision making. A general overview of the use of the most used stock market indicators in the market such as oscillators and moving averages is presented, as well as market analysis based on cycle theory, where finally the FLDS indicators are used. Various types of neural network training configuration are performed exploring the possible results of the models.Ítem Predicción del comportamiento diario de la acción de SURAMINV : redes neuronales y modelos econométricos(Universidad EAFIT, 2009) Arrieta Bechara, Jaime Enrique; Torres Cruz, Juan Camilo; Velásquez Ceballos, ErmilsonThe current study shows evidence that using statistical, econometric and artificial intelligence models it is possible to predict the daily stock price fluctuations of SURAMINV, in contrast with the weak form of efficient-market hypothesis. This study goes beyond similar ones in that besides achieving a good in sample forecast, it also aims at evaluating out of sample results. Additionally it controls the possibility of data snooping and therefore evaluates the true potential of taking advantage of the results. Furthermore, the forecasts obtained are used to analyze through negotiation systems the possibility of gaining extraordinary returns with regard to the Buy & Hold strategy.Ítem Prediccion del comportamiento diario de la accion de Suraminv: Un modelo de redes neuronales(Universidad EAFIT, 2009) Arrieta Bechara, Jaime Enrique; Torres Cruz, Juan Camilo; Velásquez Ceballos, Hermilson; Valores Bancolombia; Universidad EAFIT; Profesor de tiempo completo, Universidad EAFIT; Economía y Finanzas; Finanzas; Grupo de Investigación Finanzas y BancaÍtem Prediction of the daily share price fluctuations of SURAMINV. A neural netword model(Universidad EAFIT, 13/12/2009) Jaime Enrique Arrieta Bechara; Juan Camilo Torres Cruz; Hermilson Velásquez Ceballos; Universidad EAFIT