应用于赫维奇准则的新模糊神经元(NFN)在巴西证券交易所金融市场的买卖决策

Anais do II Brazilian Workshop on Artificial Intelligence in Finance (BWAIF 2023) Pub Date : 2023-08-06 DOI:10.5753/bwaif.2023.230686

Gabriel S. Rosa, P. H. Pereira, Alisson Marques da Silva, C. C. Resende

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引用次数: 0

摘要

这项工作介绍了在巴西证券交易所买卖股票的决策方法，以最大限度地提高每项操作的利润。该方法采用新模糊神经元(Neo-Fuzzy-Neuron, NFN)网络预测股票的未来价值，采用Hurwicz准则进行风险和不确定性下的决策分析，同时考虑不同程度的乐观和悲观情绪。将该方法应用于Petrobras股票(PETR4)，并将所得结果与“买入并持有”策略进行了比较。计算结果和比较表明，所提出的方法是有前途的，并提供了显著的投资回报

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Buying and Selling Decision in the Brazilian Stock Exchange Financial Market by a Neo Fuzzy Neuron (NFN) Applied to the Hurwicz Criterion

This work introduces an approach for making decisions on buying and selling stocks in the Brazilian Stock Exchange to maximize profits in each operation. The proposed approach was built using the Neo-Fuzzy-Neuron (NFN) network to predict the future value of stocks and the Hurwicz criterion for decision analysis under risk and uncertainty, considering different degrees of optimism and pessimism. The approach was applied to Petrobras stocks (PETR4), and the results obtained were compared with the ”buy and hold”strategy. The computational results and comparisons suggest that the proposed approach is promising and provides a significant return on investment

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Anais do II Brazilian Workshop on Artificial Intelligence in Finance (BWAIF 2023)

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