Un modelo transformacional para la Predicción del índice bursátil S&P 500 utilizando redes neurodifusas y algoritmos genéticos

Diego Javier-Quispe, Geraldine Valdez-Yana, José Vargas-Huamán, Jose Alfredo Sulla Torres

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

Resumen

The objective of this paper is the elaboration of a transformational model to forecasting the diary variance of S&P 500 by using genetic algorithms and fuzzy neural networks. The model consists of two phases, the first is the elaboration of fuzzy functions and rules through TSK-IRL-R in KEEL, and the second is the training of fuzzy neural network by using ANFIS in MATLAB. The data set was composed the diary variances from Yahoo Finance. It was obtained 7.5843 of training error.

Título traducido de la contribuciónA transformational model for the prediction of the S&P 500 stock index using fuzzy neural networks and genetic algorithms
Idioma originalEspañol
Título de la publicación alojada15th LACCEI International Multi-Conference for Engineering, Education Caribbean Conference for Engineering and Technology
Subtítulo de la publicación alojadaGlobal Partnership for Development and Engineering Education, LACCEI 2017
EditoresMaria M. Larrondo Petrie, Humberto Alvarez
EditorialLatin American and Caribbean Consortium of Engineering Institutions
ISBN (versión digital)9780999344309
DOI
EstadoPublicada - 2017
Evento15th LACCEI International Multi-Conference for Engineering, Education Caribbean Conference for Engineering and Technology, LACCEI 2017 - Boca Raton, Estados Unidos
Duración: 19 jul. 201721 jul. 2017

Serie de la publicación

NombreProceedings of the LACCEI international Multi-conference for Engineering, Education and Technology
Volumen2017-July
ISSN (versión digital)2414-6390

Conferencia

Conferencia15th LACCEI International Multi-Conference for Engineering, Education Caribbean Conference for Engineering and Technology, LACCEI 2017
País/TerritorioEstados Unidos
CiudadBoca Raton
Período19/07/1721/07/17

Nota bibliográfica

Publisher Copyright:
© 2017 Latin American and Caribbean Consortium of Engineering Institutions. All rights reserved.

Palabras clave

  • Fuzzy neural networks
  • Genetic algorithms
  • Prediction
  • S&P 500
  • Transformational model

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