Ensemble of temporal convolutional and long short-term memory neural networks apply to forecasting USDCOP exchange rate
dc.contributor.advisor | Almonacid Hurtado, Paula María | spa |
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.degree | Magíster en Ciencias de Datos y Analítica | spa |
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.identifier.ddc | 006.32 T693 | |
dc.identifier.uri | http://hdl.handle.net/10784/29952 | |
dc.language.iso | spa | spa |
dc.publisher | Universidad EAFIT | spa |
dc.publisher.department | 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 | spa |
dc.rights.local | Acceso abierto | 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 | spa |
dc.type | masterThesis | eng |
dc.type | info:eu-repo/semantics/masterThesis | eng |
dc.type.hasVersion | acceptedVersion | eng |
dc.type.local | Tesis de Maestría | spa |
dc.type.spa | Artículo | spa |
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