Recommending buy/sell in brazilian stock market through long short-term memory
- Autores
- da Silva Camargo, Sandro; Lopes Silva, Gabriel
- Año de publicación
- 2023
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- This work aims to evaluate the accuracy of Long Short-Term Memory Neural Networks to recommend Buy/Sell signals of some Brazilian Stock Market Blue Chips. The population of this study was composed by top 5 volume stocks, which represented nearly 40% of the total volume of Brazilian Stock Market in 2019. It was analyzed the following features: volume traded, closing and opening price, maximum and minimum price, and last five-day closing prices. Models created can forecast the next day’s opening or closing price. Obtained results show that forecasting and real values have a coefficient of determination (R2) from 0.91 to 0.99, depending on the stock.
Sociedad Argentina de Informática e Investigación Operativa - Materia
-
Ciencias Informáticas
Variable Income
Bovespa
Time Series
Recurrent Neural Networks
Finance - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- http://creativecommons.org/licenses/by-nc/4.0/
- Repositorio
.jpg)
- Institución
- Universidad Nacional de La Plata
- OAI Identificador
- oai:sedici.unlp.edu.ar:10915/156748
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Recommending buy/sell in brazilian stock market through long short-term memoryda Silva Camargo, SandroLopes Silva, GabrielCiencias InformáticasVariable IncomeBovespaTime SeriesRecurrent Neural NetworksFinanceThis work aims to evaluate the accuracy of Long Short-Term Memory Neural Networks to recommend Buy/Sell signals of some Brazilian Stock Market Blue Chips. The population of this study was composed by top 5 volume stocks, which represented nearly 40% of the total volume of Brazilian Stock Market in 2019. It was analyzed the following features: volume traded, closing and opening price, maximum and minimum price, and last five-day closing prices. Models created can forecast the next day’s opening or closing price. Obtained results show that forecasting and real values have a coefficient of determination (R2) from 0.91 to 0.99, depending on the stock.Sociedad Argentina de Informática e Investigación Operativa2023-05info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArticulohttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdf37-52http://sedici.unlp.edu.ar/handle/10915/156748enginfo:eu-repo/semantics/altIdentifier/url/https://publicaciones.sadio.org.ar/index.php/EJS/article/view/466info:eu-repo/semantics/altIdentifier/issn/1514-6774info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc/4.0/Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-10-22T17:21:42Zoai:sedici.unlp.edu.ar:10915/156748Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-10-22 17:21:42.497SEDICI (UNLP) - Universidad Nacional de La Platafalse |
| dc.title.none.fl_str_mv |
Recommending buy/sell in brazilian stock market through long short-term memory |
| title |
Recommending buy/sell in brazilian stock market through long short-term memory |
| spellingShingle |
Recommending buy/sell in brazilian stock market through long short-term memory da Silva Camargo, Sandro Ciencias Informáticas Variable Income Bovespa Time Series Recurrent Neural Networks Finance |
| title_short |
Recommending buy/sell in brazilian stock market through long short-term memory |
| title_full |
Recommending buy/sell in brazilian stock market through long short-term memory |
| title_fullStr |
Recommending buy/sell in brazilian stock market through long short-term memory |
| title_full_unstemmed |
Recommending buy/sell in brazilian stock market through long short-term memory |
| title_sort |
Recommending buy/sell in brazilian stock market through long short-term memory |
| dc.creator.none.fl_str_mv |
da Silva Camargo, Sandro Lopes Silva, Gabriel |
| author |
da Silva Camargo, Sandro |
| author_facet |
da Silva Camargo, Sandro Lopes Silva, Gabriel |
| author_role |
author |
| author2 |
Lopes Silva, Gabriel |
| author2_role |
author |
| dc.subject.none.fl_str_mv |
Ciencias Informáticas Variable Income Bovespa Time Series Recurrent Neural Networks Finance |
| topic |
Ciencias Informáticas Variable Income Bovespa Time Series Recurrent Neural Networks Finance |
| dc.description.none.fl_txt_mv |
This work aims to evaluate the accuracy of Long Short-Term Memory Neural Networks to recommend Buy/Sell signals of some Brazilian Stock Market Blue Chips. The population of this study was composed by top 5 volume stocks, which represented nearly 40% of the total volume of Brazilian Stock Market in 2019. It was analyzed the following features: volume traded, closing and opening price, maximum and minimum price, and last five-day closing prices. Models created can forecast the next day’s opening or closing price. Obtained results show that forecasting and real values have a coefficient of determination (R2) from 0.91 to 0.99, depending on the stock. Sociedad Argentina de Informática e Investigación Operativa |
| description |
This work aims to evaluate the accuracy of Long Short-Term Memory Neural Networks to recommend Buy/Sell signals of some Brazilian Stock Market Blue Chips. The population of this study was composed by top 5 volume stocks, which represented nearly 40% of the total volume of Brazilian Stock Market in 2019. It was analyzed the following features: volume traded, closing and opening price, maximum and minimum price, and last five-day closing prices. Models created can forecast the next day’s opening or closing price. Obtained results show that forecasting and real values have a coefficient of determination (R2) from 0.91 to 0.99, depending on the stock. |
| publishDate |
2023 |
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2023-05 |
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eng |
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