Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones

Juan Carlos  Figueroa-Garcia; Mario Enrique  Duarte González; Sebastian Jaramillo-Isaza; A. D. Orjuela-Cañón; Yesid Díaz-Gutierrez

doi:https://doi.org/10.1007/978-3-030-31019-6_26

Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones

Juan Carlos Figueroa-Garcia, Mario Enrique Duarte González, Sebastian Jaramillo-Isaza, A. D. Orjuela-Cañón, Yesid Díaz-Gutierrez

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Abstract

The problem is to test the weak hypothesis of efficient markets through three neural networks that can predict the trends of investment assets such as: The Dow Jones, gold and Euro dollar, according to theories of technical analysis to automate positions of both long and short investment in the Spot market.

With regard to forecasting time series, multiple approaches have been tested, through statistical models such as [1,2,3], where forecasts are made from different information sources with characteristics differentiated (sasonality, tendency, periodicity), however, other actors have begun to gain strength by getting the first places in international competitions, this is the case of Neural Networks, in works published as [4,5,6] the results have shown that this type of model offers a real opportunity to work with time series of different characteristics.

Original language	Spanish (Colombia)
Title of host publication	Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones
Publisher	Springer
ISBN (Print)	9783030310196
DOIs	https://doi.org/10.1007/978-3-030-31019-6_26
State	Published - Oct 16 2019

Access to Document

https://doi.org/10.1007/978-3-030-31019-6_26

Cite this

Figueroa-Garcia, J. C., Duarte González, M. E., Jaramillo-Isaza, S., Orjuela-Cañón, A. D., & Díaz-Gutierrez, Y. (2019). Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones. In Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones Springer. https://doi.org/10.1007/978-3-030-31019-6_26

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abstract = "The problem is to test the weak hypothesis of efficient markets through three neural networks that can predict the trends of investment assets such as: The Dow Jones, gold and Euro dollar, according to theories of technical analysis to automate positions of both long and short investment in the Spot market.With regard to forecasting time series, multiple approaches have been tested, through statistical models such as [1,2,3], where forecasts are made from different information sources with characteristics differentiated (sasonality, tendency, periodicity), however, other actors have begun to gain strength by getting the first places in international competitions, this is the case of Neural Networks, in works published as [4,5,6] the results have shown that this type of model offers a real opportunity to work with time series of different characteristics.",

author = "Figueroa-Garcia, {Juan Carlos} and {Duarte Gonz{\'a}lez}, {Mario Enrique} and Sebastian Jaramillo-Isaza and Orjuela-Ca{\~n}{\'o}n, {A. D.} and Yesid D{\'i}az-Gutierrez",

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Figueroa-Garcia, JC, Duarte González, ME, Jaramillo-Isaza, S, Orjuela-Cañón, AD & Díaz-Gutierrez, Y 2019, Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones. in Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones. Springer. https://doi.org/10.1007/978-3-030-31019-6_26

Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones. / Figueroa-Garcia, Juan Carlos ; Duarte González, Mario Enrique ; Jaramillo-Isaza, Sebastian et al.

Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones. Springer, 2019.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

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T1 - Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones

AU - Figueroa-Garcia, Juan Carlos

AU - Duarte González, Mario Enrique

AU - Jaramillo-Isaza, Sebastian

AU - Orjuela-Cañón, A. D.

AU - Díaz-Gutierrez, Yesid

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N2 - The problem is to test the weak hypothesis of efficient markets through three neural networks that can predict the trends of investment assets such as: The Dow Jones, gold and Euro dollar, according to theories of technical analysis to automate positions of both long and short investment in the Spot market.With regard to forecasting time series, multiple approaches have been tested, through statistical models such as [1,2,3], where forecasts are made from different information sources with characteristics differentiated (sasonality, tendency, periodicity), however, other actors have begun to gain strength by getting the first places in international competitions, this is the case of Neural Networks, in works published as [4,5,6] the results have shown that this type of model offers a real opportunity to work with time series of different characteristics.

AB - The problem is to test the weak hypothesis of efficient markets through three neural networks that can predict the trends of investment assets such as: The Dow Jones, gold and Euro dollar, according to theories of technical analysis to automate positions of both long and short investment in the Spot market.With regard to forecasting time series, multiple approaches have been tested, through statistical models such as [1,2,3], where forecasts are made from different information sources with characteristics differentiated (sasonality, tendency, periodicity), however, other actors have begun to gain strength by getting the first places in international competitions, this is the case of Neural Networks, in works published as [4,5,6] the results have shown that this type of model offers a real opportunity to work with time series of different characteristics.

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BT - Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones

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Figueroa-Garcia JC, Duarte González ME, Jaramillo-Isaza S, Orjuela-Cañón AD, Díaz-Gutierrez Y. Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones. In Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones. Springer. 2019 doi: https://doi.org/10.1007/978-3-030-31019-6_26