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...

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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
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spelling Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees13/12/20092019-10-04T14:30:45Z13/12/20092019-10-04T14:30:45Z2256-43221692-0279http://hdl.handle.net/10784/14016As 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.La investigación muestra que es posible realizar, por medio de modelos de redes neuronales artificiales, buenas predicciones sobre el comportamiento diario de la acción de SURAMINV. Tales resultados contrarían la hipótesis de la teoría de eficiencia débil de mercado. A partir de dichas predicciones y con el uso de sistemas de negociación, se evalúa la posibilidad de obtener rendimientos extraordinarios sobre la estrategia Buy & Hold teniendo en cuenta costos de transacción y oportunidad.text/htmlspaUniversidad EAFIThttp://publicaciones.eafit.edu.co/index.php/administer/article/view/202http://publicaciones.eafit.edu.co/index.php/administer/article/view/202Copyright © 2009 Jaime Enrique Arrieta Bechara, Juan Camilo Torres Cruz, Hermilson Velásquez CeballosAcceso abiertohttp://purl.org/coar/access_right/c_abf2instname:Universidad EAFITreponame:Repositorio Institucional Universidad EAFITAD-minister: No 15 (2009)Prediction of the daily share price fluctuations of SURAMINV. A neural netword modelPredicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronalesarticleinfo:eu-repo/semantics/articlepublishedVersioninfo:eu-repo/semantics/publishedVersionArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Artificial Neural Netword (ANN)predictionSuraminvnegotiation systems.Red neuronal artificial (RNA)predicciónSuraminvsistemas de negociación.Jaime Enrique Arrieta BecharaJuan Camilo Torres CruzHermilson Velásquez CeballosUniversidad EAFITAD-minister153246THUMBNAILminiatura-administer.jpgminiatura-administer.jpgimage/jpeg8755https://repository.eafit.edu.co/bitstreams/f938d3e3-a777-4370-8d00-8f866924665d/download87c28d32b620f3408b1c70a3c505fbd8MD51ORIGINALPrediction of the daily share price fluctuations of SURAMINV. A neural netword model.pdfPrediction of the daily share price fluctuations of SURAMINV. A neural netword model.pdfTexto completo PDFapplication/pdf353294https://repository.eafit.edu.co/bitstreams/ab7efaa4-a41c-4107-8e82-126df17ab61b/downloada1312c8c56c899bb3d48c35e2c0edcb4MD52articulo.htmlarticulo.htmlTexto completo HTMLtext/html373https://repository.eafit.edu.co/bitstreams/0fcd8dad-22b4-4a73-80c3-bad3e75190b5/downloadb6d445097639167f697d95ba2d8a471fMD5310784/14016oai:repository.eafit.edu.co:10784/140162019-11-30 09:26:21.064open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co
dc.title.eng.fl_str_mv Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
dc.title.spa.fl_str_mv Predicción del comportamiento diario de la acción de SURAMINV. Un modelo de redes neuronales
title Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
spellingShingle Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
Artificial Neural Netword (ANN)
prediction
Suraminv
negotiation systems.
Red neuronal artificial (RNA)
predicción
Suraminv
sistemas de negociación.
title_short Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
title_full Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
title_fullStr Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
title_full_unstemmed Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
title_sort Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
dc.creator.fl_str_mv Jaime Enrique Arrieta Bechara
Juan Camilo Torres Cruz
Hermilson Velásquez Ceballos
dc.contributor.author.spa.fl_str_mv Jaime Enrique Arrieta Bechara
Juan Camilo Torres Cruz
Hermilson Velásquez Ceballos
dc.contributor.affiliation.spa.fl_str_mv Universidad EAFIT
dc.subject.keyword.eng.fl_str_mv Artificial Neural Netword (ANN)
prediction
Suraminv
negotiation systems.
topic Artificial Neural Netword (ANN)
prediction
Suraminv
negotiation systems.
Red neuronal artificial (RNA)
predicción
Suraminv
sistemas de negociación.
dc.subject.keyword.spa.fl_str_mv Red neuronal artificial (RNA)
predicción
Suraminv
sistemas de negociación.
description 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.
publishDate 2019
dc.date.issued.none.fl_str_mv 13/12/2009
dc.date.available.none.fl_str_mv 2019-10-04T14:30:45Z
dc.date.accessioned.none.fl_str_mv 2019-10-04T14:30:45Z
dc.date.none.fl_str_mv 13/12/2009
dc.type.eng.fl_str_mv article
info:eu-repo/semantics/article
publishedVersion
info:eu-repo/semantics/publishedVersion
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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
status_str publishedVersion
dc.identifier.issn.none.fl_str_mv 2256-4322
1692-0279
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10784/14016
identifier_str_mv 2256-4322
1692-0279
url http://hdl.handle.net/10784/14016
dc.language.iso.spa.fl_str_mv spa
language spa
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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 text/html
dc.coverage.spatial.eng.fl_str_mv Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees
dc.publisher.spa.fl_str_mv Universidad EAFIT
dc.source.none.fl_str_mv instname:Universidad EAFIT
reponame:Repositorio Institucional Universidad EAFIT
dc.source.spa.fl_str_mv AD-minister: No 15 (2009)
instname_str Universidad EAFIT
institution Universidad EAFIT
reponame_str Repositorio Institucional Universidad EAFIT
collection Repositorio Institucional Universidad EAFIT
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