This research develops a Neural Network model based on the studies and applications of emerging technologies such as neural networks, which, applied to the time series, predict the future price of shares in the stock market of the Spanish Stock Exchange. Lime. 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.