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

Resultado de la investigación: Capítulo en Libro/Reporte/Conferencia › Capítulo (revisado por pares) › revisión exhaustiva

Resumen

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.

Idioma original	Español (Colombia)
Título de la publicación alojada	Prediction and Decision Making System Through Neural Networks for Investment Assets: Gold, Euro Dollar and Dow Jones
Editorial	Springer
ISBN (versión impresa)	9783030310196
DOI	https://doi.org/10.1007/978-3-030-31019-6_26
Estado	Publicada - oct. 16 2019

Acceder al documento

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

Citar esto

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. En 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",

year = "2019",

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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. En 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.

Resultado de la investigación: Capítulo en Libro/Reporte/Conferencia › Capítulo (revisado por pares) › revisión exhaustiva

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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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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. En 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