Data mining with neural networks: solving business problems from application development to decision support
Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
Forecasting the IBOVESPA Using NARX Networks and Random Walk Model
SBRN '02 Proceedings of the VII Brazilian Symposium on Neural Networks (SBRN'02)
Research on Optimizing Security Investment Combination Based on PSO
WKDD '09 Proceedings of the 2009 Second International Workshop on Knowledge Discovery and Data Mining
The Study of Model for Portfolio Investment Based on Ant Colony Algorithm
FCC '09 Proceedings of the 2009 ETP International Conference on Future Computer and Communication
Data Analysis and Capital Budgeting Model
IHMSC '09 Proceedings of the 2009 International Conference on Intelligent Human-Machine Systems and Cybernetics - Volume 01
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
WKDD '10 Proceedings of the 2010 Third International Conference on Knowledge Discovery and Data Mining
Forecasting Stock Exchange Movements Using Neural Networks: A Case Study
ICFCSA '11 Proceedings of the 2011 International Conference on Future Computer Sciences and Application
Bayesian Nonparametric Inference of Switching Dynamic Linear Models
IEEE Transactions on Signal Processing
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The main challenge in Stock Exchange is choose stocks with uptrend in order to compose a profitable stock portfolio and also ensure security of investment, since the risk in stock investment is considered high. One tool that can help investors to identify the stocks behavior and help to select the right stocks becomes essential. The application of intelligent techniques, especially Artificial Neural Networks to forecast trends in stock prices generated good results. Thus, in this paper was created hybrid architecture, composed by the Markowitz Model and an Artificial Neural Network Multilayer Perceptron, in order to support the investor. For the experiments, the information of the ten most traded stocks on Stock Exchange of São Paulo was extracted. The hybrid architecture is given as follows: Processing Stock Information in Markowitz Model then result is presented as one of input variables of neural network. For analyze the results, was applied an investment simulator, where the investment return obtained point to the use of hybrid architecture in investments.