Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos

This study analyzes the capacity of multivariated models constructed from genetic algorithms and artificial neural networks to predict the sign of the weekly variations of the Asian stock-market indexes Nikkei225, Hang Seng, Shanghai Composite, Seoul Comp

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Year of publication:	2006
Authors:	Parisini, Antonino ; Parisini, Franco ; Díaz, David
Published in:	Latin American Journal of Economics-formerly Cuadernos de Economía. - Instituto de Economía, ISSN 0717-6821. - Vol. 43.2006, 128, p. 251-284
Publisher:	Instituto de Economía
Subject:	Genetic algorithms \| artificial neural networks \| forecast capacity

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Extent:	application/pdf
Type of publication:	Article
Language:	Spanish
Classification:	G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005730220