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Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos

Author

Listed:
  • Antonino Parisini
  • Franco Parisini
  • David Díaz

Abstract

This study analyzes the capacity of multivariated models constructed from genetic algorithms and artificial neural networks to predict the sign of the weekly variations of the Asian stock-market indexes Nikkei225, Hang Seng, Shanghai Composite, Seoul Comp

Suggested Citation

  • Antonino Parisini & Franco Parisini & David Díaz, 2006. "Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(128), pages 251-284.
    • Handle: RePEc:ioe:cuadec:v:43:y:2006:i:128:p:251-284
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    File URL: http://www.economia.uc.cl/docs/128paria.pdf
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    Cited by:

    1. Martha Cecilia García & Aura María Jalal & Luis Alfonso Garzón & Jorge Mario López, 2013. "Métodos para predecir índices Bursátiles," Revista Ecos de Economía, Universidad EAFIT, December.

    More about this item

    Keywords

    Genetic algorithms; artificial neural networks; forecast capacity;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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