用人工神经网络分析西班牙股市的月度效应

Q3 Economics, Econometrics and Finance

Fuzzy Economic Review Pub Date : 2009-01-01 DOI:10.25102/FER.2009.01.02

M. T. S. Forradellas, D. R. Sarrió

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引用次数: 2

摘要

本文对西班牙IBEX-35指数的月度效应进行了分析。与其他方法相比，这项工作使用了一种人工神经网络，即自组织地图，以检测特定月份IBEX-35值行为的显着差异。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

AN ANALYSIS OF MONTHLY EFFECTS IN THE SPANISH STOCK MARKET USING ARTIFICIAL NEURAL NETWORKS

This paper presents an analysis of the monthly effects in the Spanish index IBEX-35. Alternatively to other approaches, this work uses a kind of artificial neural networks, the Self Organizing Maps, in order to detect significant differences in the behaviour of the value of the IBEX-35 due to a particular month.

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来源期刊

Fuzzy Economic Review Economics, Econometrics and Finance-Economics and Econometrics

CiteScore

0.40

自引率

0.00%

发文量