Comportamiento del mercado de divisas: una aplicación de Redes Neuronales Artificiales: http://repositorio.ulvr.edu.ec/handle/44000/4040

The objective of this study is to analyze through a neural network model the intraday performance of the Mexican peso -US dollar exchange rate as a function of the behavior of the currencies of both emerging and developed countries, among which are the South African rand (USDZAR), Turkish lira (USDTRY), Russian rouble (USDRUB), Polish zloty (USDPLN), Czech crown (USDCZK), euro (EURUSD), Swedish krona (USDSEK), Norwegian krone (USDNOK), Swiss franc (USDCHF), Canadian dollar (USDCAD), pound sterling (GBPUSD), Japanese yen (USDJPY) and the Brazilian real currency (USDBRL), in the period from July 2018 to January 2019 to identify which of the variables analysed has the greatest impact on the behaviour of the peso exchange rate in the selected period.

• Hovedforfatter: Morales Castro , Arturo (author)
• Andre forfattere: Ramírez Reyes , Eliseo (author), Jiménez Zamudio, Ricardo (author)
• Format: article
• Sprog: spa
• Udgivet: 2020
• Fag: Tipo de cambio, Redes Neuronales, divisas; xchange rate, Neural Networks, currencies
• Online adgang: http://revistas.ulvr.edu.ec/index.php/yachana/article/view/625