Parameter tuning for a NARX neural network to predict the price of Bancolombia’s stock

The following article explores the characteristics of a NARX neural network, which is used to predict the time series of Bancolombia’s stock. The search for the best characteristics of the network is carried out with a heuristic model, which uses a genetic algorithm to vary the different parameters of the network, the solutions explored are 5000 in each independent experiment, out of a total of 15 independent experiments that reduces the probability of falling into local minima.