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

Antonino Parisini, Franco Parisini and David Díaz
Authors registered in the RePEc Author Service: Franco Parisi

Latin American Journal of Economics-formerly Cuadernos de Economía, 2006, vol. 43, issue 128, 251-284

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

Keywords: Genetic algorithms; artificial neural networks; forecast capacity (search for similar items in EconPapers)
JEL-codes: G10 G14 G15 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:43:y:2006:i:128:p:251-284

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Latin American Journal of Economics-formerly Cuadernos de Economía is currently edited by Raimundo Soto

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