Artificial Intelligence Applied to Sustainable Fund Forecasting: An Ensemble Methods Approach with Embeddings - Couverture souple

Pedroso, Fabiano; Zaparolli, Irene

 
9786208975012: Artificial Intelligence Applied to Sustainable Fund Forecasting: An Ensemble Methods Approach with Embeddings
Couverture souple
ISBN 10 : 6208975018 ISBN 13 : 9786208975012
Editeur : Our Knowledge Publishing, 2025

Synopsis

This study develops a model for forecasting financial series, focusing on the Corporate Sustainability Index (ISE B3) and the ISUS11 fund, using Artificial Intelligence and Machine Learning techniques. The research combines the Kalman filter and the Bi-LSTM neural network using ensemble methods, with the aim of capturing the complexity and volatility of the financial markets. Model 3, which combines both, showed the best performance, with 90% accuracy in estimating tops and valleys. The combination of models proved to be effective in improving the accuracy and robustness of forecasts, highlighting the importance of hybrid approaches.

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Éditeur
Our Knowledge Publishing
Date d'édition
2025
Langue
anglais
ISBN 10 
6208975018
ISBN 13 
9786208975012
Reliure
Broché
Nombre de pages
56
Coordonnées du fabricant
non disponible
Personne responsable
non disponible