Archivi tag: reti neurali

Rischi estremi: la rete neurale che avrebbe evitato 487 punti di perdite sull’SP500

Since 1987, Stock Investors know they are exposed not only to the normal market risk, but also to the risk of extreme variation of asset prices. Extreme risks are not managed by the normal financial practice and there are not any specific instruments to hedge for them. We approached the problem by using a sentiment indicator to decide when it should be better to stay aside to the market. This approach produced good results, particularly using neural models integrating real and monetary variables with the Bull Bear Spread.

Eolo 3.0, la Rete Neurale che prevede la Borsa sulla base della fiducia nell’economia

Eolo 3 is a neural network which provides forecasts of the US Stock Exchange on the basis of a couple of confidence indicators. Until now, the growth of Wall Street has been well related with the American people confidence, even if an inflection point in the next three months is possible.

Secondo la rete neurale NILO, la recessione del Pil lambirà il 2 per cento

NILO is a NEW Italian business cycle leading indicator based on a neural network. It is made by 15 independent variables and points to a slump of about 1,5% of the italian GDP in the first quarter 2012