A Stock Market Forecasting Model in Peru Using Artificial Intelligence and Computational Optimization Tools

Miguel Angel Cano Lengua, Mirko Jerber Rodríguez Mallma, Erik Alex Papa Quiroz

Resultado de la investigación: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

Resumen

It is proposed the development of a forecast model capable of predicting the behavior of the price indices and quotes of the shares traded on the Lima Stock Exchange, based on the use of artificial intelligence techniques such as artificial neural networks and fuzzy logic based on computational optimization methods. The proposed model considers the forecast, in addition to the historical quantitative data of the share price, the inclusion of qualitative macroeconomic factors that significantly influence the behavior of the time series of the stock markets. It is about harnessing the ability of artificial neural networks to work with nonlinear quantitative data and their capacity for learning and also take advantage of the fuzzy logic technique to simulate the way of reasoning of human beings by defining judgment rules or knowledge base and their evaluation through inference mechanisms. The main contribution is to demonstrate that the proposed model is capable of obtaining more optimal approximations in the forecast of the financial time series.

Idioma originalInglés
Título de la publicación alojadaProceedings of the 5th Brazilian Technology Symposium - Emerging Trends, Issues, and Challenges in the Brazilian Technology
EditoresYuzo Iano, Rangel Arthur, Osamu Saotome, Guillermo Kemper, Reinaldo Padilha França
EditorialSpringer Science and Business Media Deutschland GmbH
Páginas79-86
Número de páginas8
ISBN (versión impresa)9783030575472
DOI
EstadoPublicada - 2021
Publicado de forma externa
Evento5th Brazilian Technology Symposium, BTSym 2019 - Campinas, Brasil
Duración: 22 oct 201924 oct 2019

Serie de la publicación

NombreSmart Innovation, Systems and Technologies
Volumen201
ISSN (versión impresa)2190-3018
ISSN (versión digital)2190-3026

Conferencia

Conferencia5th Brazilian Technology Symposium, BTSym 2019
País/TerritorioBrasil
CiudadCampinas
Período22/10/1924/10/19

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