Décima Semana Integrada do Instituto de Física de São Carlos

Sessão

Apresentação de Pôsteres

PST

5 de nov. de 2020 09:00

Descrição

Apresentação dos Pôsteres realizados pelos inscritos.

310. Using neural networks to forecast stock prices using simulated data

Termodinâmica, Fluidodinâmica e Estatística

Permito a publicação do pôster e vídeo

This project is focused on using neural networks architectures in the forecast of stock prices, with it's main contribution being the creation of a simulated dataset, aimed in investigating it’s effectiveness when applied in real stock prices of assets located in BOVESPA. To generate this simulated data, it was used coupled stochastic processes that are commonly used in this field...