An analysis of monthly effects in the spanish stock market using artificial neural networks
M. Teresa Sorrosal Forradellas. Rovira i Virgili University
Dídac Ramírez Sarrió. University of Barcelona
- Fuzzy Economic Review: Volume XIV, Number 1. May 2009
- DOI: 10.25102/fer.2009.01.02
Abstract
This paper presents an analysis of the monthly effects in the Spanish index IBEX-35. Alternatively to other approaches, this work uses a kind of artificial neural networks, the Self Organizing Maps, in order to detect significant differences in the behaviour of the value of the IBEX-35 due to a particular month.