利用NARX网络和随机游走模型预测IBOVESPA

VII Brazilian Symposium on Neural Networks, 2002. SBRN 2002. Proceedings. Pub Date : 2002-11-11 DOI:10.1109/SBRN.2002.1181449

E. Oliveira, Teresa B Ludermir

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引用次数: 3

摘要

这项工作的目的是应用一个重要的非线性系统的离散时间，称为NARX网络，在IBOVESPA中进行每日最高价格序列的准确预测，因为它依赖于随机，非线性和多元因素，使得难以使用传统技术进行预测。

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Forecasting the IBOVESPA using NARX networks and random walk model

The objective of this work was to apply an important class of nonlinear systems for discrete time, called NARX networks, to carry through accurate forecasts of the daily maximum price series in the IBOVESPA, since it depends on random, nonlinear and multivariate factors, making it difficult to forecast using the conventional techniques.

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来源期刊

VII Brazilian Symposium on Neural Networks, 2002. SBRN 2002. Proceedings.

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