Asset analysis system using multilayer neural networks

Authors

  • André Pacheco Miranda Universidade Federal de Santa Maria
  • Rodrigo Luiz Antoniazzi Universidade de Cruz Alta - UNICRUZ
  • Luis Felipe Dias Lopes Universidade Federal de Santa Maria – UFSM
  • Marco Antonio Barbosa Universidade Tecnológica Federal do Paraná - UTFPR
  • Vânia Medianeira Flores Costa UFSM

DOI:

https://doi.org/10.5902/198346593993

Abstract

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.

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Author Biographies

André Pacheco Miranda, Universidade Federal de Santa Maria

Ciências Humanas - Pós-Graduação Mestrado em Administração DCA - Sistemas e Finanças

Rodrigo Luiz Antoniazzi, Universidade de Cruz Alta - UNICRUZ

Ciências Exatas e da Terra; Departamento: Ciência da Computação; Área: Computação.

Luis Felipe Dias Lopes, Universidade Federal de Santa Maria – UFSM

Departamento: DCA; Engenharia de Produção e Administração

Marco Antonio Barbosa, Universidade Tecnológica Federal do Paraná - UTFPR

Ciências Exatas e da Terra; Departamento: Ciência da Computação; Área: Computação.

Vânia Medianeira Flores Costa, UFSM

Doutora em Administração, CCSH - Depto. de Ciências Administrativas

Published

2012-06-26

How to Cite

Miranda, A. P., Antoniazzi, R. L., Lopes, L. F. D., Barbosa, M. A., & Flores Costa, V. M. (2012). Asset analysis system using multilayer neural networks. Revista De Administração Da UFSM, 5(1), 145–162. https://doi.org/10.5902/198346593993

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