A heuristic forecasting model for stock decision making.

Título inglés	A heuristic forecasting model for stock decision making.
Título español	Un modelo heurístico de predicción para toma de decisiones en mercados de valores.
Autor/es	Zhang, D. ; Jiang, Q. ; Li, X.
Organización	Schhol Comput. Sci. Huazhong Univ. Sci. Technol., Wuhan, China
Revista	1134-5632
Publicación	2005, 12 (1): 33-39, 18 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	This paper describes a heuristic forecasting model based on neural networks for stock decision-making. Some heuristic strategies are presented for enhancing the learning capability of neural networks and obtaining better trading performance. The China Shanghai Composite Index is used as case study. The forecasting model can forecast the buying and selling signs according to the result of neural network prediction. Results are compared with a benchmark buy-and-hold strategy. The forecasting model was found capable of consistently outperforming this benchmark strategy.
Clasificación UNESCO	120315
Palabras clave español	Redes neuronales ; Predicción ; Heurística ; Procesos de decisión ; Bolsa de valores
Código Z-Math	Zbl 1103.91019
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