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International Work-Conference on Artificial Neural Networks

IWANN 2015: Advances in Computational Intelligence pp 515–523Cite as

Using ANN in Financial Markets Micro-Structure Analysis

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Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9095))

Abstract

The present document presents/displays a model of Neuronal Networks Artificial RNA for the prognosis of the rate of nominal change in Colombia, including flow orders and the differential of the interest rates like variables of entrance to the model. Additionally methodological conclusions from the traditional treatment of the series of time were extracted.

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References

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Author information

Authors and Affiliations

  1. Universidad Distrital Francisco José de Caldas, Bogotá D.C., Colombia

    Brayan S. Reyes Daza

  2. Universidad Nacional de Colombia, Bogotá D.C., Colombia

    Octavio J. Salcedo Parra

Authors
  1. Brayan S. Reyes Daza
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  2. Octavio J. Salcedo Parra
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Corresponding author

Correspondence to Octavio J. Salcedo Parra .

Editor information

Editors and Affiliations

  1. University of Granada, Granada, Spain

    Ignacio Rojas

  2. Department of Electronics Technology, University of Malaga, Malaga, Spain

    Gonzalo Joya

  3. Polytechnic University of Catalonia, Vilanova i la Geltrú, Spain

    Andreu Catala

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© 2015 Springer International Publishing Switzerland

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Reyes Daza, B.S., Salcedo Parra, O.J. (2015). Using ANN in Financial Markets Micro-Structure Analysis. In: Rojas, I., Joya, G., Catala, A. (eds) Advances in Computational Intelligence. IWANN 2015. Lecture Notes in Computer Science(), vol 9095. Springer, Cham. https://doi.org/10.1007/978-3-319-19222-2_43

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  • DOI: https://doi.org/10.1007/978-3-319-19222-2_43

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-19221-5

  • Online ISBN: 978-3-319-19222-2

  • eBook Packages: Computer ScienceComputer Science (R0)

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