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  • 标题:Sistema de análise de ativos através de redes neurais de múltiplas camadas
  • 本地全文:下载
  • 作者:André Pacheco Miranda ; Rodrigo Luiz Antoniazzi ; Luis Felipe Dias Lopes
  • 期刊名称:Revista de Administração da UFSM
  • 印刷版ISSN:1983-4659
  • 出版年度:2012
  • 卷号:5
  • 期号:1
  • 页码:145-162
  • DOI:10.5902/198346593993
  • 语种:English
  • 出版社:Universidade Federal de Santa Maria
  • 摘要:When investors decide to “adventure” through stock markets they search for a method to provide safety on making decision. In fact, there is no precise way to know which stocks will became a profitable investiment. Technical analysis is a discipline that support the investors on making decisions. Such a discipline uses a set of tools and statistical methods to forecast the market’s movement. Such a paper presents the develpment of a robotical Trade System, using a heuristic method. The system has a Neural Network multilayer perceptron, trained with an algorithm for back propagation error. Thus, approaching to the technical analysis without emotional aspects, using the Neural Network forecast on supporting the decisions of a investor on stock market. In analyzing the results of the neural network can be seen that the neural network got a result of 42.6% higher than the diagnostic of the technical analysis.
  • 其他摘要:When investors decide to “adventure” through stock markets they search for a method to provide safety on making decision. In fact, there is no precise way to know which stocks will became a profitable investiment. Technical analysis is a discipline that support the investors on making decisions. Such a discipline uses a set of tools and statistical methods to forecast the market’s movement. Such a paper presents the develpment of a robotical Trade System, using a heuristic method. The system has a Neural Network multilayer perceptron, trained with an algorithm for back propagation error. Thus, approaching to the technical analysis without emotional aspects, using the Neural Network forecast on supporting the decisions of a investor on stock market. In analyzing the results of the neural network can be seen that the neural network got a result of 42.6% higher than the diagnostic of the technical analysis.
  • 关键词:Finanças; Modelagem Matemática; Métodos Heurísticos
  • 其他关键词:Neural Networks; Technical Analysis; Trade System.
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