Predicciones financieras usando redes neuronales artificiales: una revisión sistemática de literatura
Financial forecasting using artificial neural networks: a systematic literature review
Keywords:
Redes neuronales artificiales, híbrido, mercado accionario, perceptrón multicapaAbstract
El uso de técnicas, métodos y procedimientos que ayuden al proceso de predicción de mercados financieros es una tarea que ha sido bastante estudiada y desarrollada en la última década. Dentro de estas técnicas se pueden encontrar diferentes enfoques, siendo el más común, el uso de inteligencia computacional. Dentro de este campo, se resaltan las redes neuronales artificiales, las cuales son sistemas altamente sofisticados de reconocimiento de padrones, capaces de aprender a través de la(s) relación(es) en los padrones insertados en la información (datos). El objetivo de esta investigación es conocer el estado del arte de los últimos 3 años respecto al uso de estas técnicas en predicciones financieras. Los resultados arrojan que la arquitectura de red neural artificial más usada es la Perceptron multicapa - MLP. Como conclusión general se puede decir que existe un gran interés en el uso de las metodologías basadas en Redes Neuronales Artificiales para la predicción de índices accionarios.
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