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Pronosticando el volumen del mercado interbancario de divisas: caso colombiano

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dc.contributor.advisorPérez Castañeda, Gabriel Camilo
dc.creatorTorres Medina, Paula Andrea
dc.creator.degreeMagíster en Matemáticas Aplicadas y Ciencias de la Computación
dc.creator.degreetypeFull time
dc.date.accessioned2023-09-15T21:02:26Z
dc.date.available2023-09-15T21:02:26Z
dc.date.created2023-08-25
dc.descriptionEn este trabajo se estudian las fortalezas y debilidades de los modelos de pronóstico del volumen de transacciones del mercado colombiano interbancario de divisas, generado por un modelo basado en árboles de decisión y dos tipos de redes neuronales, las Long short term memory y las temporal convolutional nexworks, comparados con los modelos econométricos tradicionales para el estudio de series de tiempo.
dc.description.abstractThis paper studies the strengths and weaknesses of forecast models of the volume of transactions in the Colombian forex market. It analyzes a model based on decision trees and two types of neural networks, namely Long Short-Term Memory (LSTM) and Temporal Convolutional Networks (TCN), comparing them with traditional econometric models for the study of time series.
dc.format.extent51 pp
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.48713/10336_40984
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/40984
dc.language.isospa
dc.publisherUniversidad del Rosariospa
dc.publisher.departmentEscuela de Ingeniería, Ciencia y Tecnologíaspa
dc.publisher.programMaestría en Matemáticas Aplicadas y Ciencias de la Computaciónspa
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
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dc.source.instnameinstname:Universidad del Rosario
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subjectMercado FOREX
dc.subjectAnálisis de series de tiempo
dc.subjectXGBOOST
dc.subjectRed LSTM
dc.subjectRed TCN
dc.subject.keywordFOREX Market
dc.subject.keywordTime series analysis
dc.subject.keywordXGBOOST
dc.subject.keywordLSTM network
dc.subject.keywordTCN Network
dc.titlePronosticando el volumen del mercado interbancario de divisas: caso colombiano
dc.title.TranslatedTitleForecasting the volume of the forex market: colombian case
dc.typebachelorThesis
dc.type.documentTrabajo de grado
dc.type.spaTrabajo de grado
local.department.reportEscuela de Ciencias e Ingeniería
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