Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
As opposed to the weak form of efficient-market hypothesis, the current study shows that it is possible to do good predictions about the daily share price fluctuations of Suraminv, using artificial neural network models. Furthermore, the forecasts obtained are used to analyze the possibility of gain...
- Autores:
-
Jaime Enrique Arrieta Bechara
Juan Camilo Torres Cruz
Hermilson Velásquez Ceballos
- Tipo de recurso:
- Fecha de publicación:
- 2019
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- spa
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/14016
- Acceso en línea:
- http://hdl.handle.net/10784/14016
- Palabra clave:
- Artificial Neural Netword (ANN)
prediction
Suraminv
negotiation systems.
Red neuronal artificial (RNA)
predicción
Suraminv
sistemas de negociación.
- Rights
- License
- Acceso abierto
| Summary: | As opposed to the weak form of efficient-market hypothesis, the current study shows that it is possible to do good predictions about the daily share price fluctuations of Suraminv, using artificial neural network models. Furthermore, the forecasts obtained are used to analyze the possibility of gaining extraordinary returns with regard to the Buy & Hold strategy, through negotiation systems with basic rules. |
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