Estimación del tipo de cambio en Colombia comparando modelos econométricos Arimax – Garch y redes neuronales

dc.contributorRonderos, Nicolas
dc.contributorUniversidad Santo Tomas
dc.creatorRojas Rivera, Leonardo
dc.date.accessioned2023-07-17T15:24:57Z
dc.date.accessioned2023-09-06T12:36:47Z
dc.date.available2023-07-17T15:24:57Z
dc.date.available2023-09-06T12:36:47Z
dc.date.created2023-07-17T15:24:57Z
dc.date.issued2023-07-15
dc.identifierRojas 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.
dc.identifierhttp://hdl.handle.net/11634/51338
dc.identifierreponame:Repositorio Institucional Universidad Santo Tomás
dc.identifierinstname:Universidad Santo Tomás
dc.identifierrepourl:https://repository.usta.edu.co
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8679452
dc.description.abstractThe 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.
dc.languagespa
dc.publisherUniversidad Santo Tomás
dc.publisherPregrado Economía
dc.publisherFacultad de Economía
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dc.rightshttp://creativecommons.org/licenses/by-nc-nd/2.5/co/
dc.rightsAbierto (Texto Completo)
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://purl.org/coar/access_right/c_abf2
dc.rightsAtribución-NoComercial-SinDerivadas 2.5 Colombia
dc.titleEstimación del tipo de cambio en Colombia comparando modelos econométricos Arimax – Garch y redes neuronales


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