Time series forecasting based on artificial intelligence algorithms and their application to economic and financial time series

The following work seeks to evaluate traditional methodologies of time series forecasting compared to the newest artificial intelligence algorithms. Economic and financial time series are used in order to evaluate the efectiveness of these procedures so that this has an economic and practical signif...

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Detalles Bibliográficos
Autor: Lagos Sanchez, Alexander
Tipo de recurso: tesis de maestría
Fecha de publicación:2020
País:España
Institución:Universitat Oberta de Catalunya (UOC)
Repositorio:O2, repositorio institucional de la UOC
OAI Identifier:oai:openaccess.uoc.edu:10609/119646
Acceso en línea:http://hdl.handle.net/10609/119646
Access Level:acceso abierto
Palabra clave:neural networks
forecasting
time series
redes neuronales
pronósticos
series de tiempo
xarxes neuronals
pronòstics
sèries de temps
Artificial intelligence -- TFM
Intel·ligència artificial -- TFM
Inteligencia artificial -- TFM
Descripción
Sumario:The following work seeks to evaluate traditional methodologies of time series forecasting compared to the newest artificial intelligence algorithms. Economic and financial time series are used in order to evaluate the efectiveness of these procedures so that this has an economic and practical significance.