Methods for Predicting Stock Indexes

This paper presents a literature review on methods that have been used in the last two decades to predict Stock Market Indexes -- Methods studied range from those enabling to grab the linear characteristics present in the stock market indexes, going through those that focus on non-linear features an...

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Autores:
García, Martha Cecilia
Jalal, Aura María
Garzón, Luis Alfonso
López, Jorge Mario
Tipo de recurso:
Fecha de publicación:
2013
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
spa
OAI Identifier:
oai:repository.eafit.edu.co:10784/7829
Acceso en línea:
http://hdl.handle.net/10784/7829
Palabra clave:
E17
E19
E27
BOLSA DE VALORES
MERCADO DE CAPITALES
ANÁLISIS DE INVERSIONES
PRONÓSTICO DE LA ECONOMÍA
MACROECONOMÍA
Stock-exchange
Capital market
Investment analysis
Economic forecasting
Macroeconomics
Rights
License
Acceso abierto
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oai_identifier_str oai:repository.eafit.edu.co:10784/7829
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repository_id_str
spelling 2013-11-292015-11-30T20:39:43Z2013-11-292015-11-30T20:39:43Z1657-4206http://hdl.handle.net/10784/7829This paper presents a literature review on methods that have been used in the last two decades to predict Stock Market Indexes -- Methods studied range from those enabling to grab the linear characteristics present in the stock market indexes, going through those that focus on non-linear features and finally hybrid methods that are more robust, since they capture linear and non-linear features -- In addition, this research includes methods that use macroeconomic variables to predict indexes from different stock exchanges around the worldEste artículo presenta una revisión bibliográfica acerca de los métodos que se han utilizado en las últimas dos décadas para predecir Índices Bursátiles -- Los métodos estudiados van desde aquellos que logran capturar las características lineales presentes en los índices de bolsa, pasando por los que se enfocan en las características no lineales y finalmente métodos híbridos que son más robustos, pues capturan características lineales y no lineales -- Además, se incluyen aquellos métodos que utilizan variables macroeconómicas para predecir los índices de diferentes Bolsas de Valores en el mundoapplication/pdfspaUniversidad EAFITEcos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 51-82http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2298http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2298instname:Universidad EAFITreponame:Repositorio Institucional Universidad EAFITEcos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 51-82E17E19E27BOLSA DE VALORESMERCADO DE CAPITALESANÁLISIS DE INVERSIONESPRONÓSTICO DE LA ECONOMÍAMACROECONOMÍAStock-exchangeCapital marketInvestment analysisEconomic forecastingMacroeconomicsMethods for Predicting Stock IndexesMétodos para predecir índices bursátilesinfo:eu-repo/semantics/articlearticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Acceso abiertohttp://purl.org/coar/access_right/c_abf2García, Martha CeciliaJalal, Aura MaríaGarzón, Luis AlfonsoLópez, Jorge MarioUniversidad de CórdobaUniversidad de CórdobaUniversidad de CórdobaUniversidad de CórdobaEcos de Economía: A Latin American Journal of Applied Economics17375182ecos.econ.THUMBNAILminaitura-ecos_Mesa de trabajo 1.jpgminaitura-ecos_Mesa de trabajo 1.jpgimage/jpeg251248https://repository.eafit.edu.co/bitstreams/cc9a7f9a-a245-4b50-9fa0-d182155f1583/download9b15d674b076c1793a0bc25cebb1bcefMD51ORIGINALdocument (100).pdfdocument (100).pdfTexto completo PDFapplication/pdf471663https://repository.eafit.edu.co/bitstreams/b7f792ba-47b0-45cc-be97-c9d1e42a4c11/download64af7d5b0cc198e0434ef0451abe9069MD52articulo.htmlarticulo.htmlTexto completo HTMLtext/html377https://repository.eafit.edu.co/bitstreams/6416fbb1-54dd-458b-9e9f-4571ff17aa6e/download4c83c214da5376b660a3a91db0e4be77MD5310784/7829oai:repository.eafit.edu.co:10784/78292020-03-18 12:41:00.21open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co
dc.title.eng.fl_str_mv Methods for Predicting Stock Indexes
dc.title.spa.fl_str_mv Métodos para predecir índices bursátiles
title Methods for Predicting Stock Indexes
spellingShingle Methods for Predicting Stock Indexes
E17
E19
E27
BOLSA DE VALORES
MERCADO DE CAPITALES
ANÁLISIS DE INVERSIONES
PRONÓSTICO DE LA ECONOMÍA
MACROECONOMÍA
Stock-exchange
Capital market
Investment analysis
Economic forecasting
Macroeconomics
title_short Methods for Predicting Stock Indexes
title_full Methods for Predicting Stock Indexes
title_fullStr Methods for Predicting Stock Indexes
title_full_unstemmed Methods for Predicting Stock Indexes
title_sort Methods for Predicting Stock Indexes
dc.creator.fl_str_mv García, Martha Cecilia
Jalal, Aura María
Garzón, Luis Alfonso
López, Jorge Mario
dc.contributor.author.spa.fl_str_mv García, Martha Cecilia
Jalal, Aura María
Garzón, Luis Alfonso
López, Jorge Mario
dc.contributor.affiliation.spa.fl_str_mv Universidad de Córdoba
Universidad de Córdoba
Universidad de Córdoba
Universidad de Córdoba
dc.subject.none.fl_str_mv E17
E19
E27
topic E17
E19
E27
BOLSA DE VALORES
MERCADO DE CAPITALES
ANÁLISIS DE INVERSIONES
PRONÓSTICO DE LA ECONOMÍA
MACROECONOMÍA
Stock-exchange
Capital market
Investment analysis
Economic forecasting
Macroeconomics
dc.subject.lemb.none.fl_str_mv BOLSA DE VALORES
MERCADO DE CAPITALES
ANÁLISIS DE INVERSIONES
PRONÓSTICO DE LA ECONOMÍA
MACROECONOMÍA
dc.subject.keyword.none.fl_str_mv Stock-exchange
Capital market
Investment analysis
Economic forecasting
Macroeconomics
description This paper presents a literature review on methods that have been used in the last two decades to predict Stock Market Indexes -- Methods studied range from those enabling to grab the linear characteristics present in the stock market indexes, going through those that focus on non-linear features and finally hybrid methods that are more robust, since they capture linear and non-linear features -- In addition, this research includes methods that use macroeconomic variables to predict indexes from different stock exchanges around the world
publishDate 2013
dc.date.issued.none.fl_str_mv 2013-11-29
dc.date.available.none.fl_str_mv 2015-11-30T20:39:43Z
dc.date.accessioned.none.fl_str_mv 2015-11-30T20:39:43Z
dc.date.none.fl_str_mv 2013-11-29
dc.type.eng.fl_str_mv info:eu-repo/semantics/article
article
dc.type.coarversion.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.local.spa.fl_str_mv Artículo
dc.identifier.issn.none.fl_str_mv 1657-4206
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10784/7829
identifier_str_mv 1657-4206
url http://hdl.handle.net/10784/7829
dc.language.iso.spa.fl_str_mv spa
language spa
dc.relation.ispartof.eng.fl_str_mv Ecos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 51-82
dc.relation.isversionof.none.fl_str_mv http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2298
dc.relation.uri.none.fl_str_mv http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2298
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.local.spa.fl_str_mv Acceso abierto
rights_invalid_str_mv Acceso abierto
http://purl.org/coar/access_right/c_abf2
dc.format.none.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv Universidad EAFIT
dc.source.none.fl_str_mv instname:Universidad EAFIT
reponame:Repositorio Institucional Universidad EAFIT
dc.source.eng.fl_str_mv Ecos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 51-82
instname_str Universidad EAFIT
institution Universidad EAFIT
reponame_str Repositorio Institucional Universidad EAFIT
collection Repositorio Institucional Universidad EAFIT
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