Computational Intelligence Applied to Financial Price Prediction: A State of the Art Review

dc.creator	Sandoval, Javier
dc.date	2011-02-13
dc.date.accessioned	2022-03-22T19:37:17Z
dc.date.available	2022-03-22T19:37:17Z
dc.identifier	https://revistas.uexternado.edu.co/index.php/odeon/article/view/3326
dc.identifier.uri	http://biblioteca-repositorio.clacso.edu.ar/handle/CLACSO/100356
dc.description	The following work aims to review the most important research from computational intelligence applied to the financial price prediction problem. The article is organized as follows: The first section summarizes the role of predictability in the Neoclassical financial world. This section also criticizes the zero predictability framework. The second section presents the main computational intelligence techniques applied to financial price prediction. The third section depicts common features of revised works.	en-US
dc.format	application/pdf
dc.language	spa
dc.publisher	Facultad de Finanzas, Gobierno y Relaciones Internacionales	es-ES
dc.relation	https://revistas.uexternado.edu.co/index.php/odeon/article/view/3326/2976
dc.source	ODEON; Núm. 6 (2011)	es-ES
dc.source	2346-2140
dc.source	1794-1113
dc.subject	Neural networks	en-US
dc.subject	Support Vector Machine	en-US
dc.subject	Evolutionary methods	en-US
dc.subject	price prediction	en-US
dc.title	Computational Intelligence Applied to Financial Price Prediction: A State of the Art Review	en-US
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion