Advanced Search
MyIDEAS: Login to save this article or follow this journal

Procesos gaussianos en la predicción de las fluctuaciones de la economía mexicana

Contents:

Author Info

  • García, Irene

    (Departamento de Cómputo Científico y Estadística Universidad Simón Bolívar, Venezuela)

  • Trigo, Loren

    (ProAlea International Consultants Inc., La Florida, Caracas)

  • Costanzo, Sabatino

    (Viceprecidencia de Estrategia e Investigación, Grupo de Empresas Econoinvest e Instituto de Estudios Superiores de Administración, Caracas)

  • Horst, Enrique ter

    (Profesor asociado, Euromed Management, Marsella e Instituto de Estudios Superiores de Administración, Caracas)

Registered author(s):

    Abstract

    The ability of some neural nets to predict the direction of the Mexican economy —represented by its LEI— when taking as inputs the simultaneous versions (smooth- ing and predictive) of a Gaussian Process fed with a Stock Index and a Bonds Index representing the Mexican market, is favorably compared —through the Anatolyev and Gerko predictive accuracy test— with the predictive ability of nets developed for a similar purpose by the authors in a previous paper, and whose inputs are the lagged indexes of the Mexican capital markets and some of their moving averages.// La capacidad de algunas redes neuronales para predecir la dirección de la economía de México —representada por el LEI— cuyos insumos son las versiones simultáneas (suavizante y predictiva) de un proceso gaussiano alimentado por un índice de acciones y uno de bonos —ambos representativos del mercado mexicano—, es comparada favorablemente (por medio del método de Anatolyev y Gerko para evaluar la precisión de un predictor), con la capacidad predictiva de redes desarrolladas para el mismo fin por dos de los autores de este artículo en uno anterior, cuyos insumos son rezagos de dichos índices.

    Download Info

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Bibliographic Info

    Article provided by Fondo de Cultura Económica in its journal El Trimestre Económico.

    Volume (Year): LXXVII (3) (2010)
    Issue (Month): 307 (julio-septiembre)
    Pages: 585-603

    as in new window
    Handle: RePEc:elt:journl:v:77:y:2010:i:307:p:585-603

    Contact details of provider:
    Web page: http://www.fondodeculturaeconomica.com/

    Order Information:
    Postal: Order print issues directly in our web page or with Guadalupe Galicia at Fondo de Cultura Económica, El Trimestre Económico, Carretera Picacho Ajusco 227, 6° piso,Col. Bosques del Pedregal, CP 14738, Tlalpan, Distrito Federal, México
    Email:
    Web: http://www.eltrimestreeconomico.com/

    Related research

    Keywords: redes neuronales; neuronales; predicción; fluctuaciones; economía; mercados; mercados de capitales; procesos gaussianos;

    Find related papers by JEL classification:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:elt:journl:v:77:y:2010:i:307:p:585-603. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rosa María González Mejía).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.