NDLI: Predição de séries financeiras utilizando wavelets e redes neurais: ummodelo para os fundos de investimentos imobiliários

Content Provider	Semantic Scholar
Author	Soares, Fabrício Pereira Frozza, Rejane Pazos, Ruben Panta
Copyright Year	2008
Abstract	Este artigo apresenta o desenvolvimento de um modelo de predicao de series temporais financeiras com o uso da Rede Neural Artificial TLFN Distribuida (Time Lagged FeedForward Network - Rede Neural Alimentada para frente Atrasada no Tempo), treinada com o algoritmo backpropagation temporal e com o pre-processamento dos sinais de entrada realizado com as Transformadas Wavelets Discretas. A metodologia demonstra como a analise de multirresolucao feita com o algoritmo piramidal de Mallat colaborou para o aumento da capacidade de generalizacao da rede neural, otimizando as previsoes feitas pelo modelo implementado. Com a finalidade de demonstrar a eficacia desta metodologia, foi realizado um estudo de caso envolvendo a series historica de cotacoes das cotas, negociadas no mercado secundario, do Fundo de Investimento Imobiliario Almirante Barroso.
Starting Page	36
Ending Page	36
Page Count	1
File Format	PDF HTM / HTML
Volume Number	25
Alternate Webpage(s)	https://www.e-publicacoes.uerj.br/index.php/cadest/article/download/15732/11903
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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