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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| 第一著者: | |
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| フォーマット: | masterThesis |
| 言語: | spa |
| 出版事項: |
2024
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| 主題: | |
| オンライン･アクセス: | http://dspace.unach.edu.ec/handle/51000/12607 |
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