Autoregressive Moving Average Recurrent Neural Networks Applied to the Modelling of Colombian Exchange Rate

Modeling and prediction of time series has required in recent times a lot of attention, due to the necessity to have to make with accurate tools a right decision and to surpass theoretical, conceptual and practical limitations of the traditional approaches. In this sense, the neural networks have de...

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Autores:
Sánchez-Sánchez, Paola Andrea
García-González, José Rafael
Tipo de recurso:
Fecha de publicación:
2018
Institución:
Universidad Simón Bolívar
Repositorio:
Repositorio Digital USB
Idioma:
eng
OAI Identifier:
oai:bonga.unisimon.edu.co:20.500.12442/2384
Acceso en línea:
http://hdl.handle.net/20.500.12442/2384
Palabra clave:
Recurrent neural networks
Autoregressive moving average recurrent neural networks
Autoregressive integrated moving average models
Colombian exchange rate, time series, forecasting
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License
Licencia de Creative Commons Reconocimiento-NoComercial-CompartirIgual 4.0 Internacional