Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index – Case study of PETR4, Petrobras, Brazil

作者：

Highlights：

• We build a neural model for the financial market. Petrobras stock PETR4 was used as a case study.

• We combining technical and fundamental analysis and of time series to predict price behavior.

• The POCID was evaluated and the values obtained for the test and training sets was above 87.50%.

• The methodology presented may be adapted to other enterprises and their stocks.

摘要

•We build a neural model for the financial market. Petrobras stock PETR4 was used as a case study.•We combining technical and fundamental analysis and of time series to predict price behavior.•The POCID was evaluated and the values obtained for the test and training sets was above 87.50%.•The methodology presented may be adapted to other enterprises and their stocks.

论文关键词：Artificial Neural Network,Stock market,POCID

论文评审过程：Available online 9 July 2013.

论文官网地址：https://doi.org/10.1016/j.eswa.2013.06.071