dc.creatorSandoval, Javier
dc.date.accessioned2011-07-01 00:00:00
dc.date.accessioned2022-09-08T13:38:03Z
dc.date.available2011-07-01 00:00:00
dc.date.available2022-09-08T13:38:03Z
dc.date.created2011-07-01 00:00:00
dc.date.created2022-09-08T13:38:03Z
dc.date.issued2011-07-01
dc.identifier2346-2140
dc.identifier1794-1113
dc.identifierhttps://bdigital.uexternado.edu.co/handle/001/7387
dc.identifierhttps://revistas.uexternado.edu.co/index.php/odeon/article/view/3326
dc.description.abstractThe 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.
dc.languageeng
dc.publisherFacultad de Finanzas, Gobierno y Relaciones Internacionales
dc.relationhttps://revistas.uexternado.edu.co/index.php/odeon/article/download/3326/2976
dc.relationNúm. 6 , Año 2011
dc.relation6
dc.relationOdeon
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://purl.org/coar/access_right/c_abf2
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.sourcehttps://revistas.uexternado.edu.co/index.php/odeon/article/view/3326
dc.subjectNeural networks
dc.subjectSupport Vector Machine
dc.subjectEvolutionary methods
dc.subjectprice prediction
dc.titleComputational Intelligence Applied to Financial Price Prediction: A State of the Art Review
dc.typeArtículo de revista


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