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...

• Hovedforfatter: Becerra Loaiza, Inti Israel (author)
• Format: masterThesis
• Sprog: spa
• Udgivet: 2024
• Fag: Modelos Markov Switching; Modelos de Markov Ocultos; Redes Neuronales Recurrentes
• Online adgang: http://dspace.unach.edu.ec/handle/51000/12607