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Indicador líder de la inversión privada: metodología de redes neuronales

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  • Ricardo Najarro Chuchón

Abstract

El presente documento de investigación tiene como objetivo construir un indicador líder de la inversión privada a través del uso de la metodología de redes neuronales artificiales. El indicador líder consiste en el pronóstico de la tasa de crecimiento de la inversión privada para los próximos tres trimestres en base a indicadores adelantados, los cuales se determinan a través de las correlaciones dinámicas de las variables adelantadas con la inversión privada. Es importante mencionar que el aporte de este trabajo de investigación es brindar una metodología de pronóstico, ya que podrían ser relevantes para dar señales sobre el desempeño futuro de la inversión privada y permitirles a los hacedores de política económica tomar decisiones pertinentes.

Suggested Citation

  • Ricardo Najarro Chuchón, 2019. "Indicador líder de la inversión privada: metodología de redes neuronales," Revista de Análisis Económico y Financiero, Universidad de San Martín de Porres, vol. 1(03), pages 40-47.
    • Handle: RePEc:alp:revaef:03-04
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    References listed on IDEAS

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    1. Wei Huang & Kin Keung Lai & Yoshiteru Nakamori & Shouyang Wang & Lean Yu, 2007. "Neural Networks In Finance And Economics Forecasting," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 113-140.
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