Pronóstico de las tasas de cambio. una aplicación al yen japonés mediante redes neuronales artificiales
Abstract
En este artículo se muestra la aplicabilidad de las redes neuronales artificiales al mercado de divisas mediante el estudio de la tasa de cambio del Yen japonés con respecto al Dólar americano. En primer lugar se entrena un conjunto de redes neuronales con los datos históricos de la tasa de cambio y los días de la semana; posteriormente se incluyen los seis de los indicadores económicos más importantes que afectan directamente al dólar americano. Se demuestra como la información de estos últimos indicadores mejora considerablemente la capacidad de pronóstico de las redes neuronales.Downloads
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