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
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Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 |
| title |
Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 |
| spellingShingle |
Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 Cambio exterior Pronósticos de la economía Redes neurales (Computadores) Foreign exchange Economic forecasting Neural networks (Computer science) |
| title_short |
Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 |
| title_full |
Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 |
| title_fullStr |
Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 |
| title_full_unstemmed |
Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 |
| title_sort |
Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005 |
| dc.creator.fl_str_mv |
Salcedo Parra, Octavio José Aguilera Prado, Marco Antonio |
| dc.contributor.author.spa.fl_str_mv |
Salcedo Parra, Octavio José Aguilera Prado, Marco Antonio |
| dc.subject.spa.fl_str_mv |
Cambio exterior Pronósticos de la economía Redes neurales (Computadores) Foreign exchange Economic forecasting Neural networks (Computer science) |
| topic |
Cambio exterior Pronósticos de la economía Redes neurales (Computadores) Foreign exchange Economic forecasting Neural networks (Computer science) |
| description |
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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2006 |
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2011-09-28T22:18:34Z |
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Revista de economía & administración vol. 3, no.1 (ene.-jun. 2006); p. 77-106 |
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Derechos Reservados - Universidad Autónoma de Occidente |
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Salcedo Parra, Octavio Joséd670383e8c220026ad45de4fbba31cd9-1Aguilera Prado, Marco Antonio2011-09-28T22:18:34Z2011-09-28T22:18:34Z2006-011794-7561http://hdl.handle.net/10614/57The 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.El presente documento muestra un modelo de Redes Neuronales Artificiales, RNA, para el pronóstico de la tasa de cambio nominal en Colombia, que incluye órdenes de flujo y el diferencial de las tasas de interés como variables de entrada al modelo, hallando relaciones no lineales entre las mismas. Adicionalmente se plantean algunas conclusiones metodológicas a partir de los tradicionales esquemas econométricos para el manejo de las series de tiempo.application/pdfspaUniversidad Autónoma de OccidenteRevista de economía & administración vol. 3, no.1 (ene.-jun. 2006); p. 77-106Derechos Reservados - Universidad Autónoma de Occidentehttps://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccessAtribución-NoComercial 4.0 Internacional (CC BY-NC 4.0)http://purl.org/coar/access_right/c_abf2instname:Universidad Autónoma de Occidentereponame:Repositorio Institucional UAOCambio exteriorPronósticos de la economíaRedes neurales (Computadores)Foreign exchangeEconomic forecastingNeural networks (Computer science)Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005Artículo de revistahttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Textinfo:eu-repo/semantics/articlehttp://purl.org/redcol/resource_type/ARTREFinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/version/c_970fb48d4fbd8a85PublicationTHUMBNAILT0003344.pdf.jpgT0003344.pdf.jpgGenerated Thumbnailimage/jpeg9612https://red.uao.edu.co/bitstreams/f4a2e55a-cf7a-476e-a5f1-49a70f1ead80/downloade9ee4aee22e877a4326d59bb25241746MD54ORIGINALT0003344.pdfapplication/pdf527021https://red.uao.edu.co/bitstreams/1e6ee7fc-6aac-4b34-b378-26cf71e47f21/downloadb7f85d576e765c43c240c6c31175d44aMD51LICENSElicense.txttext/plain1849https://red.uao.edu.co/bitstreams/65955e02-53db-4ca3-81ce-a2003b8024fb/download56ad892a466ce7201b41226550b43c37MD52TEXTT0003344.pdf.txtT0003344.pdf.txtExtracted texttext/plain64389https://red.uao.edu.co/bitstreams/e3359f0e-db60-43ce-b234-60effb375592/download9559f3765fab389faf60701849630131MD5310614/57oai:red.uao.edu.co:10614/572024-03-19 09:39:29.286https://creativecommons.org/licenses/by-nc/4.0/Derechos Reservados - Universidad Autónoma de Occidenteopen.accesshttps://red.uao.edu.coRepositorio Digital Universidad Autonoma de Occidenterepositorio@uao.edu.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 |