Ensemble of temporal convolutional and long short-term memory neural networks apply to forecasting USDCOP exchange rate

Torres Marulanda, Juan Esteban

Publicación:
Ensemble of temporal convolutional and long short-term memory neural networks apply to forecasting USDCOP exchange rate

dc.contributor.advisor	Almonacid Hurtado, Paula María
dc.contributor.author	Torres Marulanda, Juan Esteban
dc.coverage.spatial	Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees	eng
dc.creator.email	jetorresm@eafit.edu.co	spa
dc.date.accessioned	2021-07-12T17:03:35Z
dc.date.available	2021-07-12T17:03:35Z
dc.date.issued	2021
dc.description.abstract	This paper applies a neural network with ensemble of temporal convolutional network (TCN) and long short-term memory (LSTM) layers approach to forecast foreign exchange rates between the US dollar (USD) and Colombian Peso (COP) and obtain a better performance. This study provides evidence on the TCN and LSTM neural network model’s effectiveness and efficiency in forecasting temporal series. It should contribute positively to developing theory, methodology, and practice of using an artificial neural network to develop a forecasting model for financial temporal series.	spa
dc.description.degreelevel	Maestría	spa
dc.description.degreename	Magíster en Ciencias de Datos y Analítica	spa
dc.format.mimetype	application/pdf
dc.identifier.ddc	006.32 T693
dc.identifier.instname	instname:Universidad EAFIT
dc.identifier.reponame	reponame:Repositorio Institucional Universidad EAFIT
dc.identifier.repourl	repourl:https://repository.eafit.edu.co
dc.identifier.uri	https://hdl.handle.net/10784/29952
dc.language.iso	eng
dc.publisher	Universidad EAFIT	spa
dc.publisher.faculty	Escuela de Administración	spa
dc.publisher.place	Medellín	spa
dc.publisher.program	Maestría en Ciencias de los Datos y Analítica	spa
dc.rights.accessrights	info:eu-repo/semantics/openAccess
dc.rights.coar	http://purl.org/coar/access_right/c_abf2
dc.rights.local	Acceso abierto
dc.rights.local		spa
dc.subject	LSTM	spa
dc.subject	Red neuronales	spa
dc.subject	Predicción	spa
dc.subject	Convolución	spa
dc.subject.keyword	LSTM	spa
dc.subject.keyword	Neural Network	spa
dc.subject.keyword	Temporal Convolutional	spa
dc.subject.keyword	Forecasting	spa
dc.subject.lemb	REDES DE INFORMACIÓN	spa
dc.subject.lemb	APRENDIZAJE AUTOMÁTICO (INTELIGENCIA ARTIFICIAL)	spa
dc.subject.lemb	INFORMACIÓN TECNOLÓGICA	spa
dc.subject.lemb	TECNOLOGÍA - ASPECTOS ECONÓMICOS	spa
dc.title	Ensemble of temporal convolutional and long short-term memory neural networks apply to forecasting USDCOP exchange rate
dc.type	info:eu-repo/semantics/masterThesis
dc.type.coar	http://purl.org/coar/resource_type/c_bdcc
dc.type.coarversion	http://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.local	Tesis de Maestría	spa
dc.type.local	Artículo	spa
dc.type.redcol	http://purl.org/redcol/resource_type/TM
dc.type.version	info:eu-repo/semantics/acceptedVersion
dspace.entity.type	Publication