Comportamiento del mercado de divisas: una aplicación de Redes Neuronales Artificiales

The objective of this study is to analyze, through a neural network model, the intraday yield of the Mexican peso - US dollar exchange rate based on the behavior of currencies of both emerging and developed countries, within which South African rand are located (USDZAR ), Turkish Lira (USDTRY), Russ...

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Autore principale: Morales Castro, Arturo (author)
Altri autori: Ramírez Reyes, Eliseo (author), Jiménez Zamudio, Ricardo (author)
Natura: article
Lingua:spa
Pubblicazione: 2020
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Accesso online:http://repositorio.ulvr.edu.ec/handle/44000/4040
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Riassunto:The objective of this study is to analyze, through a neural network model, the intraday yield of the Mexican peso - US dollar exchange rate based on the behavior of currencies of both emerging and developed countries, within which South African rand are located (USDZAR ), Turkish Lira (USDTRY), Russian Ruble (USDRUB), Polish Zloty (USDPLN), Czech Krone (USDCZK), Euro (EURUSD), Swedish Krona (USDSEK), Norwegian Krone (USDNOK), Swiss Franc (USDCHF), Dollar Canadian (USDCAD), British pound (GBPUSD), Japanese yen (USDJPY) and Brazilian real (USDBRL), in the period from July 2018 to January 2019 to identify which of the analyzed variables has a greater impact on the behavior of the exchange rate weight in the selected period.