Computational Intelligence Applied to Financial Price Prediction: A State of the Art Review
The following work aims to review the most important research from computational intelligence applied to the financial price prediction problem. The article is organized as follows: The first section summarizes the role of predictability in the Neoclassical financial world. This section also critici...
- Autores:
-
Sandoval, Javier
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2011
- Institución:
- Universidad Externado de Colombia
- Repositorio:
- Biblioteca Digital Universidad Externado de Colombia
- Idioma:
- eng
- OAI Identifier:
- oai:bdigital.uexternado.edu.co:001/7387
- Acceso en línea:
- https://bdigital.uexternado.edu.co/handle/001/7387
https://revistas.uexternado.edu.co/index.php/odeon/article/view/3326
- Palabra clave:
- Neural networks
Support Vector Machine
Evolutionary methods
price prediction
- Rights
- openAccess
- License
- http://purl.org/coar/access_right/c_abf2
| Summary: | The following work aims to review the most important research from computational intelligence applied to the financial price prediction problem. The article is organized as follows: The first section summarizes the role of predictability in the Neoclassical financial world. This section also criticizes the zero predictability framework. The second section presents the main computational intelligence techniques applied to financial price prediction. The third section depicts common features of revised works. |
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