Open AccessSistema de análise de ativos através de redes neurais de múltiplas camadas
Author(s) -
André Pacheco Miranda,
Rodrigo Luiz Antoniazzi,
Luís Felipe Dias Lopes,
Marco Antônio Barbosa,
Vânia Medianeira Flores Costa
Publication year - 2012
Publication title -
revista de administração da ufsm
Language(s) - English
Resource type - Journals
ISSN - 1983-4659
DOI - 10.5902/198346593993
Subject(s) - artificial neural network , computer science , technical analysis , perceptron , adventure , heuristic , set (abstract data type) , operations research , artificial intelligence , economics , financial economics , engineering , programming language
When investors decide to “adventure” through stock markets they search for a method to provide safety on making decision. In fact, there is no precise way to know which stocks will became a profitable investiment. Technical analysis is a discipline that support the investors on making decisions. Such a discipline uses a set of tools and statistical methods to forecast the market’s movement. Such a paper presents the develpment of a robotical Trade System, using a heuristic method. The system has a Neural Network multilayer perceptron, trained with an algorithm for back propagation error. Thus, approaching to the technical analysis without emotional aspects, using the Neural Network forecast on supporting the decisions of a investor on stock market. In analyzing the results of the neural network can be seen that the neural network got a result of 42.6% higher than the diagnostic of the technical analysis.