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Data Mining and Neural Networks to Determine the Financial Market Prediction

  • Jesus Silva
  • Jesús García Guliany
  • Lissette Hernandez
  • Rafael Portillo
  • Noel Varela
  • Hugo Hernández Palma
  • Osman Redondo Bilbao
  • Lesbia Valero
Chapter
  • 35 Downloads
Part of the Lecture Notes in Electrical Engineering book series (LNEE, volume 637)

Abstract

Predicting stock market movements has been a complex task for years by gaining the increasing interest of researchers and investors present all around the world. These have tried to get ahead of the way in order to know the levels of return and thus reduce the risk they face in investments [1]. Capital markets are areas of fundamental importance for the development of economies and their good management that favors the transition from savings to investment through the purchase and sale of shares [2]. These actions are so important that they are influenced by economic, social, political, and cultural variables. Therefore, it is reasonable to consider the value of an action in an instant not as a deterministic variable but as a random variable, considering its temporal trajectory as a stochastic process.

Keywords

ACP Market prediction Mexican stock exchange Stock market RNA 

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Copyright information

© Springer Nature Singapore Pte Ltd. 2020

Authors and Affiliations

  • Jesus Silva
    • 1
  • Jesús García Guliany
    • 2
  • Lissette Hernandez
    • 3
  • Rafael Portillo
    • 4
  • Noel Varela
    • 4
  • Hugo Hernández Palma
    • 5
  • Osman Redondo Bilbao
    • 5
  • Lesbia Valero
    • 5
  1. 1.Universidad Peruana de Ciencias AplicadasLimaPeru
  2. 2.Universidad Simón BolivarBarranquillaColombia
  3. 3.Universidad del AtlánticoPuerto ColombiaColombia
  4. 4.Universidad de La Costa (CUC)BarranquillaColombia
  5. 5.Corporación Universitaria LatinoamericanaBarranquillaColombia

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