{"id":132042,"date":"1996-01-01T00:00:00","date_gmt":"1996-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelos-no-lineales-en-finanzas\/"},"modified":"1996-01-01T00:00:00","modified_gmt":"1996-01-01T00:00:00","slug":"modelos-no-lineales-en-finanzas","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/modelos-no-lineales-en-finanzas\/","title":{"rendered":"Modelos no lineales en finanzas."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Olmeda Martos Jos\u00e9 Ignacio <\/strong><\/h2>\n<p>En la presente tesis se presenta y analiza cierta evidencia a favor de la existencia de componentes no lineales en problemas de prediccion de series bursatiles y clasificacion financiera. En el caso dinamico mostramos que la no linealidad puede ser muy significativa, y que esta altera las conclusiones que se derivarian de otros tipos de analisis recientemente propuestos en la literatura. En el problema de clasificacion financiera (prediccion de quiebra bancaria) comparamos diversas tecnicas lineales y no lineales, mostrando que estas ultimas ofrecen claras ventajas en terminos predictivos.  finalmente, proponemos modelos hibridos que conducen a predicciones mas exactas que las del mejor modelo individual.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelos no lineales en finanzas.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelos no lineales en finanzas. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Olmeda Martos Jos\u00e9 Ignacio <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Alcal\u00e1<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1996<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Sergio Barba Romero<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Jos\u00e9 Antonio Gonzalo Angulo <\/li>\n<li>Angel Berges Lobera (vocal)<\/li>\n<li>Daniel Villalba Vila (vocal)<\/li>\n<li>Javier Segovia Perez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Olmeda Martos Jos\u00e9 Ignacio En la presente tesis se presenta y analiza cierta evidencia a favor de [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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