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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Bibliographic Details
Main Author: Becerra Loaiza, Inti Israel (author)
Format: masterThesis
Language:spa
Published: 2024
Subjects:
Online Access:http://dspace.unach.edu.ec/handle/51000/12607
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