An automatic trading strategy for the Colombian government bonds in R

The objective of this work is to make advances in the execution of an algorithm that performs a trading strategy, based on the academic support of the classic portfolio theory, macroeconomic theory of economic policy and some precepts of implementation with financial machine learning (ML) applicatio...

Full description

Autores:

Rey álvarez, Karen Estefanía

Tipo de recurso:

Fecha de publicación:

2020

Institución:

Universidad de los Andes

Repositorio:

Séneca: repositorio Uniandes

Idioma:

eng

OAI Identifier:

oai:repositorio.uniandes.edu.co:1992/51443

Acceso en línea:

http://hdl.handle.net/1992/51443

Palabra clave:

Bonos
Deuda pública
Aprendizaje automático (Inteligencia artificial)
Administración

Rights

openAccess

License

http://creativecommons.org/licenses/by-nc-nd/4.0/