Beluco, Adriano; Bandeira, Denise L.; Beluco, Alexandre - In: Journal of Risk and Financial Management 10 (2017) 1, pp. 1-13
Neural networks are well suited to predict future results of time series for various data types. This paper proposes a hybrid neural network model to describe the results of the database of the New York Stock Exchange (NYSE). This hybrid model brings together a self organizing map (SOM) with a...