Pronóstico de los índices accionarios DAX y S&P 500 con redes neuronales diferenciales

• Autores: Francisco Ortiz Arango, Agustín Ignacio Cabrera Llanos, Francisco López Herrera
• Localización: Contaduría y administración, ISSN 0186-1042, ISSN-e 2448-8410, Vol. 58, Nº. 3, 2013, págs. 203-225
• Idioma: español
• DOI: 10.1016/s0186-1042(13)71227-0
• Títulos paralelos:
  • Forecast of DAX and S&P 500 stock indices with differential neural networks
• Enlaces
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• Dialnet Métricas: 3 Citas
• Resumen
  • español

    En este trabajo se utiliza una red neuronal diferencial (RND) para describir las series de valores de cierre diarios de los índices accionarios DAX de Alemania y S & P 500 de Estados Unidos entre el periodo del 3 de julio de 2000 y el 13 de enero de 2012. Con la RND se lleva a cabo el pronóstico de los valores de cierre diarios de esos índices durante un periodo de cuatro semanas (del 16 de enero al 10 de febrero de 2012). Los resultados obtenidos confirman el hecho de que las redes neuronales diferenciales pueden constituirse en una de las herramientas más poderosas y precisas para poder pronosticar valores futuros de activos financieros.

  • English

    This paper uses a differential neural network (DNN) to describe the behavior of daily closing values of German DAX and USA S & P 500 stock indices between July 3, 2000 and January 13, 2012. Then, by the use of DNN a four-week forecast is performed of the daily closing values of these indices, from January 16 to February 10, 2012. The results obtained confirm that the differential neural networks can become one of the most powerful and accurate tools to predict future values of financial assets.

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