Prediction of the daily share price fluctuations of SURAMINV. A neural netword model
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Keywords
Artificial Neural Netword (ANN), prediction, Suraminv, negotiation systems.
Abstract
As opposed to the weak form of efficient-market hypothesis, the current study shows that it is possible to do good predictions about the daily share price fluctuations of Suraminv, using artificial neural network models. Furthermore, the forecasts obtained are used to analyze the possibility of gaining extraordinary returns with regard to the Buy & Hold strategy, through negotiation systems with basic rules.
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Jaime Enrique Arrieta Bechara, Universidad EAFIT
Magíster en Finanzas, Economista, Universidad EAFIT. Jefe Mesa Derivados Valores Bancolombia.
Juan Camilo Torres Cruz, Universidad EAFIT
Magíster en Finanzas, Universidad EAFIT. Especialista en Ingeniería Financiera, Universidad Nacional de Colombia. Economista del Desarrollo, Universidad Pontificia Bolivariana.Hermilson Velásquez Ceballos, Universidad EAFIT
Dr. Ciencias Matemáticas, Universidad Politécnica de Valencia. Magíster en Matemáticas Aplicadas, Universidad EAFIT. Profesor de tiempo completo, Universidad EAFIT.
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