Modelos markov switching y redes neuronales recurrentes para predecir series temporales de tasas de cambio.

In most practical real-life scenarios such as business, finance, retail, energy, economics, etc., time series data reflect non-stationary temporal changes. Some models are used to make predictions of this type of information, such as Markov Switching Models that focus on capturing structural changes...

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Kaydedildi:
Detaylı Bibliyografya
Yazar: Becerra Loaiza, Inti Israel (author)
Materyal Türü: masterThesis
Dil:spa
Baskı/Yayın Bilgisi: 2024
Konular:
Online Erişim:http://dspace.unach.edu.ec/handle/51000/12607
Etiketler: Etiketle
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