UMA ANÁLISE COMPARATIVA DA APLICAÇÃO DO MODELO DE MARKOWITZ E DE REDES NEURAIS ARTIFICIAIS NA COMPOSIÇÃO DE UMA CARTEIRA ÓTIMA DE ATIVOS

Abstract

Application of Artificial Neural Networks inSelect Portfolio Stock has gained space among researchers.In order to compare the results with the application ofArtificial Neural Networks and the model developed byHarry Markowitz called Modern Portfolio Theory. Theresults of this study will provide the basic studies andapplications for selecting an optimized portfolio of stocks.Index Terms: Artificial Neural Networks, Stock Market,Markowitz Model.