Aplicação de Redes Neurais Polinomiais na Previsão do Ibovespa e Merval

This article analyses the efficiency of Group Method of Data Handling (GMDH) polynomial neural networks when anticipating return, on a monthly basis, on the return of the main Brazilian (Ibovespa) and Argentinean (Merval) market indicators. Initially, in order to determine the exogenous variable, we...

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Auteurs principaux: Everton Anger Cavalheiro, Kelmara Mendes Vieira, Paulo Sérgio Ceretta, José Carlos Severo Correa, Carlos Frederico de Oliveira Cunha
Format: article
Langue:PT
Publié: Universidade Regional do Noroeste do Estado do Rio Grande do Sul 2011
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Accès en ligne:https://doaj.org/article/e60de56adc4248a1b3a2c91ad88aa845
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