Estimación del tipo de cambio en Colombia comparando modelos econométricos Arimax – Garch y redes neuronales
Fecha
2023-07-15Registro en:
Rojas Rivera, L. (2023). Estimación del tipo de cambio en Colombia comparando modelos econométricos Arimax – Garch y redes neuronales. [Trabajo de grado, Universidad Santo Tomás]. Repositorio institucional.
reponame:Repositorio Institucional Universidad Santo Tomás
instname:Universidad Santo Tomás
Autor
Rojas Rivera, Leonardo
Institución
Resumen
The work proposes to compare econometric models such as the combination of ARIMAX-GARCH models against neural networks, with the objective of finding a better predictor of the representative market rate in Colombia (TRM), the results of the exercise show that the combination of the ARIMAX-GARCH model for the projection and analysis of such a volatile variable allows obtaining a better estimate than with the implementation of neural networks.