Site Docente
CLARIMAR JOSE COELHO
Departamento de Computação

 

 


Publicações

Soares, A. da S., de Paiva, M. S. V. Coelho, C. J. Technical and Fundamental Analysis for the Forecast of Financial Scrip Quotation: An Approach Employing Artificial Neural Networks and Wavelet Transform, Lecture Notes in Computer Science, Nanjing, v. 4493, p. 1024-1032, 2007.

This paper presents a method for predicting nonlinear time series. It is based on the multiscale filtering, fundamental and technical model and artificial neural networks. In the technical model we used wavelet transform for disjoin the time series trends then to smooth the economic time series by multiscale filtering. We used too the fundamental analysis, that is, financial and macroeconomics variables to improve the network forecasting. The results were compared with the technical analysis showing that the multiscale filtering and addition of the fundamental variables increase the network forecasting ability.


 

 

Copyrights © 2019 Equipe Internet - Todos direitos reservados.Universidade Católica de Goiás - Brasil
Av. Universitária 1.440 - Setor Universitário - Goiânia - GO - CEP 74605-010
anuncio