Resumo

PENA-CUELLAR, David Rene; ORTIZ-SANDOVAL, Juan David  e  ESPITIA-CUCHANGO, Helbert Eduardo. Analysis of day-effect in the colombian stock market using self-organizing maps. Iteckne [online]. 2015, vol.12, n.1, pp.84-94. ISSN 1692-1798.

In this article is presented a model of Kohonen's Self-Organizing Map (SOM), used to find a relation between weekday in the first and the second fortnight with the daily return of index COLCAP, the reference index of Colombian stock market. In addition it is described data used, the configuration used in the SOM and its training results. Using visualizations by SOM components it is revealed graphically, regarding weekday on each fortnight, the existing predominances in the return value of COLCAP index.

Palavras-chave : Colombian stock market; daily return; fortnight; self-organizing maps.

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