Pronóstico de las tasas de cambio. una aplicación al yen japonés mediante redes neuronales artificiales


Authors

  • Fernando Villada Duque
  • Wilson Muñoz Trejos
  • María Angélica Henao R.

Abstract

En este artículo se muestra la aplicabilidad de las redes neuronales artificiales al mercado de divisas mediante el estudio de la tasa de cambio del Yen japonés con respecto al Dólar americano. En primer lugar se entrena un conjunto de redes neuronales con los datos históricos de la tasa de cambio y los días de la semana; posteriormente se incluyen los seis de los indicadores económicos más importantes que afectan directamente al dólar americano. Se demuestra como la información de estos últimos indicadores mejora considerablemente la capacidad de pronóstico de las redes neuronales.

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Published

2006-01-05

How to Cite

Villada Duque, F., Muñoz Trejos, W., & Henao R., M. A. (2006). Pronóstico de las tasas de cambio. una aplicación al yen japonés mediante redes neuronales artificiales. Scientia Et Technica, 1(30). Retrieved from https://revistas.utp.edu.co/index.php/revistaciencia/article/view/6539

Issue

Vol. 1 No. 30 (2006)

Section

Industrial

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