Methods for Predicting Stock Indexes
| dc.citation.epage | 82 | |
| dc.citation.issue | 37 | |
| dc.citation.journalAbbreviatedTitle | ecos.econ. | eng |
| dc.citation.journalTitle | Ecos de Economía: A Latin American Journal of Applied Economics | eng |
| dc.citation.spage | 51 | |
| dc.citation.volume | 17 | |
| dc.contributor.affiliation | Universidad de Córdoba | spa |
| dc.contributor.affiliation | Universidad de Córdoba | spa |
| dc.contributor.affiliation | Universidad de Córdoba | spa |
| dc.contributor.affiliation | Universidad de Córdoba | spa |
| dc.contributor.author | García, Martha Cecilia | spa |
| dc.contributor.author | Jalal, Aura María | spa |
| dc.contributor.author | Garzón, Luis Alfonso | spa |
| dc.contributor.author | López, Jorge Mario | spa |
| dc.date | 2013-11-29 | |
| dc.date.accessioned | 2015-11-30T20:39:43Z | |
| dc.date.available | 2015-11-30T20:39:43Z | |
| dc.date.issued | 2013-11-29 | |
| dc.description | This paper presents a literature review on methods that have been used in the last two decades to predict Stock Market Indexes -- Methods studied range from those enabling to grab the linear characteristics present in the stock market indexes, going through those that focus on non-linear features and finally hybrid methods that are more robust, since they capture linear and non-linear features -- In addition, this research includes methods that use macroeconomic variables to predict indexes from different stock exchanges around the world | |
| dc.description | Este artículo presenta una revisión bibliográfica acerca de los métodos que se han utilizado en las últimas dos décadas para predecir Índices Bursátiles -- Los métodos estudiados van desde aquellos que logran capturar las características lineales presentes en los índices de bolsa, pasando por los que se enfocan en las características no lineales y finalmente métodos híbridos que son más robustos, pues capturan características lineales y no lineales -- Además, se incluyen aquellos métodos que utilizan variables macroeconómicas para predecir los índices de diferentes Bolsas de Valores en el mundo | |
| dc.format | application/pdf | |
| dc.identifier.issn | 1657-4206 | |
| dc.identifier.uri | http://hdl.handle.net/10784/7829 | |
| dc.language.iso | spa | spa |
| dc.publisher | Universidad EAFIT | spa |
| dc.relation.ispartof | Ecos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 51-82 | eng |
| dc.relation.isversionof | http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2298 | |
| dc.relation.uri | http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2298 | |
| dc.rights.accessrights | info:eu-repo/semantics/openAccess | eng |
| dc.rights.local | Acceso abierto | spa |
| dc.source | instname:Universidad EAFIT | |
| dc.source | reponame:Repositorio Institucional Universidad EAFIT | |
| dc.source | Ecos de Economía: A Latin American Journal of Applied Economics; Vol 17, No 37 (2013); 51-82 | eng |
| dc.subject | E17 | |
| dc.subject | E19 | |
| dc.subject | E27 | |
| dc.subject.keyword | Stock-exchange | |
| dc.subject.keyword | Capital market | |
| dc.subject.keyword | Investment analysis | |
| dc.subject.keyword | Economic forecasting | |
| dc.subject.keyword | Macroeconomics | |
| dc.subject.lemb | BOLSA DE VALORES | |
| dc.subject.lemb | MERCADO DE CAPITALES | |
| dc.subject.lemb | ANÁLISIS DE INVERSIONES | |
| dc.subject.lemb | PRONÓSTICO DE LA ECONOMÍA | |
| dc.subject.lemb | MACROECONOMÍA | |
| dc.title | Methods for Predicting Stock Indexes | eng |
| dc.title | Métodos para predecir índices bursátiles | spa |
| dc.type | info:eu-repo/semantics/article | eng |
| dc.type | info:eu-repo/semantics/publishedVersion | eng |
| dc.type | article | eng |
| dc.type.local | Artículo | spa |