The research describes the development of a Neural Network model based on the studies and applications of artificial intelligence whose objective is to create intelligent machines; This model applies time series which allows us to forecast the future price of the shares in the Lima Stock Exchange market. For the development of this model we considered six investment companies whose historical financial data were analyzed and processed to feed the neural network that allowed us to determine the viability, operability and reliability to apply it as a forecasting tool. The results obtained were highly significant considering that the proposed model was accepted due to its high degree of certainty.