Forecasting financial markets with artificial neural networks

Bibliographic Details
Main Author: Vieira, Cristiano Ribeiro
Publication Date: 2013
Format: Master thesis
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10400.5/6340
Summary: Mestrado em Matemática Financeira
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network_name_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
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spelling Forecasting financial markets with artificial neural networksArtificial Neural NetworksMultilayer PerceptronBackpropagationFinancial marketsOil & Gas IndustryForecasting.Mestrado em Matemática FinanceiraArtificial Neural Networks are exible nonlinear mathematical models widely used in forecasting. This work is intended to investigate the support these models can give to nancial economists predicting prices movements of oil and gas companies listed in stock exchanges. Multilayer Perceptron models with logistic activation functions achieved better results predicting the direction of stocks returns than traditional linear regressions and better performances in companies with lower market capitalization. Furthermore, multilayer perceptron with eight hidden units in the hidden layer had better predictive ability than a neural network with four hidden neurons.Instituto Superior de Economia e GestãoBastos, João FerreiraRepositório da Universidade de LisboaVieira, Cristiano Ribeiro2014-01-14T11:40:08Z20132013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10400.5/6340engVieira, Cristiano Ribeiro. 2013. "Forecasting financial markets with artificial neural networks". Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão.info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-03-17T15:27:29Zoai:repositorio.ulisboa.pt:10400.5/6340Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-29T03:43:56.059841Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Forecasting financial markets with artificial neural networks
title Forecasting financial markets with artificial neural networks
spellingShingle Forecasting financial markets with artificial neural networks
Vieira, Cristiano Ribeiro
Artificial Neural Networks
Multilayer Perceptron
Backpropagation
Financial markets
Oil & Gas Industry
Forecasting.
title_short Forecasting financial markets with artificial neural networks
title_full Forecasting financial markets with artificial neural networks
title_fullStr Forecasting financial markets with artificial neural networks
title_full_unstemmed Forecasting financial markets with artificial neural networks
title_sort Forecasting financial markets with artificial neural networks
author Vieira, Cristiano Ribeiro
author_facet Vieira, Cristiano Ribeiro
author_role author
dc.contributor.none.fl_str_mv Bastos, João Ferreira
Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Vieira, Cristiano Ribeiro
dc.subject.por.fl_str_mv Artificial Neural Networks
Multilayer Perceptron
Backpropagation
Financial markets
Oil & Gas Industry
Forecasting.
topic Artificial Neural Networks
Multilayer Perceptron
Backpropagation
Financial markets
Oil & Gas Industry
Forecasting.
description Mestrado em Matemática Financeira
publishDate 2013
dc.date.none.fl_str_mv 2013
2013-01-01T00:00:00Z
2014-01-14T11:40:08Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/6340
url http://hdl.handle.net/10400.5/6340
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Vieira, Cristiano Ribeiro. 2013. "Forecasting financial markets with artificial neural networks". Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão.
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Instituto Superior de Economia e Gestão
publisher.none.fl_str_mv Instituto Superior de Economia e Gestão
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833601811541393408

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