Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005
The current document shows a model of Artificial Neuronal Networks ANN for the forecast of the rate of nominal exchange rate in Colombia; what includes flow orders and the differential of the interest rates like variables of entrance to the model. We did find nonlinear relations between the same one...
- Autores:
-
Salcedo Parra, Octavio José
Aguilera Prado, Marco Antonio
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2006
- Institución:
- Universidad Autónoma de Occidente
- Repositorio:
- RED: Repositorio Educativo Digital UAO
- Idioma:
- spa
- OAI Identifier:
- oai:red.uao.edu.co:10614/57
- Acceso en línea:
- http://hdl.handle.net/10614/57
- Palabra clave:
- Cambio exterior
Pronósticos de la economía
Redes neurales (Computadores)
Foreign exchange
Economic forecasting
Neural networks (Computer science)
- Rights
- openAccess
- License
- Derechos Reservados - Universidad Autónoma de Occidente
| Summary: | The current document shows a model of Artificial Neuronal Networks ANN for the forecast of the rate of nominal exchange rate in Colombia; what includes flow orders and the differential of the interest rates like variables of entrance to the model. We did find nonlinear relations between the same ones. Additionally some method conclusions from the traditional econometrics ways for the handling of the time series were considered. |
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