An intelligent computing algorithm to analyze bank stock returns

Authors:
Vincenzo Pacelli
Affiliations:
University of Rome "La Sapienza", Economics of Financial Intermediaries, University of Foggia, Faculty of Economics, Foggia, Italy
Venue:
ICIC'09 Proceedings of the 5th international conference on Emerging intelligent computing technology and applications
Year:
2009

Citing 7
Cited 0

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Abstract

The objective of this paper is to propose an intelligent computing algorithm, represented by an artificial neural network model, to analyze the dynamics of stock prices of banks. Through the empirical application of the model developed, it is expected to obtain indications about the ability of the artificial neural network model developed to generalize the phenomenon analyzed. So the research aims to provide empirical results about the use of non-linear methods of analysis for the study of the dynamics of banks' stock prices, enriching the prospects for research in terms of methodological tools.