Recommending Buy/Sell in Brazilian Stock Market through Recurrent Neural Networks
Palabras clave:
Variable Income, Bovespa, Time Series, LSTM, FinanceResumen
This work aims to evaluate the accuracy of Long Short-Term Memory Neural Networks to recommend Buy/Sell signals of some Brazilian Stock Market Blue Chips. The population of this study was composed by top 5 volume stocks, which represented nearly 40% of the total volume of Brazilian Stock Market in 2019. It was analyzed the following features: volume traded, closing and opening price, maximum and minimum price, and last five-day closing prices. Models created can forecast the next day's opening or closing price. Obtained results show that forecasting and real values have a coefficient of determination (R2) from 0.91 to 0.99, depending on the stock.
Descargas
Publicado
Número
Sección
Licencia
Derechos de autor 2022 Gabriel Lopes Silva, Sandro da Silva Camargo
Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-CompartirIgual 4.0.
Acorde a estos términos, el material se puede compartir (copiar y redistribuir en cualquier medio o formato) y adaptar (remezclar, transformar y crear a partir del material otra obra), siempre que a) se cite la autoría y la fuente original de su publicación (revista y URL de la obra), b) no se use para fines comerciales y c) se mantengan los mismos términos de la licencia.
