APLICAÇÃO DE REDES NEURAIS DE INTERVALO À PREVISÃO E TRADING DE SÉRIES FINANCEIRAS / APPLICATION OF INTERVAL NEURAL NETWORKS TO TIME SERIES FORECASTING AND TRADING

AUTOR(ES)

MARCELLO MOREIRA STUCKERT FIALHO

DATA DE PUBLICAÇÃO

1996

RESUMO

This text presents a new Neural network architeture to be employed in the forecast of financial series. The architecture´s performance is evaluated through benchmarks, using data from financial series. As an additional contribution, an automatic trading algorithm, which is also evaluated through benchmarks, is presented. Finally, forecast data, obtained with the proposed NN architecture, is used to improve the trading algorithm´s performance.

ASSUNTO(S)

neural networks previsao de series temporais redes neurais time series forecasting

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