Utilize este identificador para referenciar este registo: http://hdl.handle.net/10773/30493
Título: On the use of neural networks for stock price forecasting
Autor: Sousa, Virgínia
Alonso, Hugo
Palavras-chave: Financial markets
Neural networks
Stock share
Variable selection
Data: 2020
Editora: Varazdin Development and Entrepreneurship Agency; University North
Resumo: Having the ability to predict the price of a particular stock share is undoubtedly a major challenge, because of the complexity and implied volatility of the financial markets. This is a topic of great interest to researchers and market players, as the effectiveness of the forecast might translate into huge monetary gains. This work aims to demonstrate the use of neural networks for stock price forecasting. Two financial titles are considered: Microsoft and Apple. The initial choice of the predictor variables comprises the most used and referenced in the scientific papers published on this subject. This work demonstrates the importance of a careful selection of some of those variables for a good neural network performance.
Peer review: yes
URI: http://hdl.handle.net/10773/30493
ISSN: 1849-7535
Versão do Editor: https://www.esd-conference.com/upload/book_of_proceedings/Book_of_Proceedings_esdLisbon2020_Online.pdf
Aparece nas coleções: CIDMA - Comunicações
SCG - Comunicações

Ficheiros deste registo:
Ficheiro Descrição TamanhoFormato 
Virginia20.pdf245.15 kBAdobe PDFVer/Abrir

Formato BibTex MendeleyEndnote Degois 

Todos os registos no repositório estão protegidos por leis de copyright, com todos os direitos reservados.