{"id":70666,"date":"2004-05-10T00:00:00","date_gmt":"2004-05-10T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/aplicacion-de-las-redes-neuronales-a-la-prediccion-del-rendimiento-a-corto-plazo-de-las-salidas-a-bolsa\/"},"modified":"2004-05-10T00:00:00","modified_gmt":"2004-05-10T00:00:00","slug":"aplicacion-de-las-redes-neuronales-a-la-prediccion-del-rendimiento-a-corto-plazo-de-las-salidas-a-bolsa","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/aplicacion-de-las-redes-neuronales-a-la-prediccion-del-rendimiento-a-corto-plazo-de-las-salidas-a-bolsa\/","title":{"rendered":"Aplicaci\u00f3n de las redes neuronales a la predicci\u00f3n del rendimiento a corto plazo de las salidas a bolsa"},"content":{"rendered":"<h2>Tesis doctoral de <strong> David Quintana Montero <\/strong><\/h2>\n<p>El objeto de este trabajo es contrastar la utilidad de las redes neuronales artificiales para la predecir el precio de cierre de las acciones en su primer d\u00eda de cotizaci\u00f3n. El estudio se centra en el mercado estadounidense y se divide en tres secciones principales. La primera de ellas recoge la investigaci\u00f3n sobre el comportamiento a lo largo del tiempo del rendimiento inicial promedio mediante medias m\u00f3viles, modelos arima y redes neuronales. la segunda es un an\u00e1lisis de corte transversal segmentado por sectores en el que se consideran una serie de variables explicativas cl\u00e1sicas y dos nuevas formas de representaci\u00f3n. Por \u00faltimo, los segmentos y variables presentadas en las dos secciones anteriores se integran en un conjunto \u00fanico sobre el que comparar la capacidad para predecir de las redes neuronales frente a los modelos de regresi\u00f3n lineal.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Aplicaci\u00f3n de las redes neuronales a la predicci\u00f3n del rendimiento a corto plazo de las salidas a bolsa<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Aplicaci\u00f3n de las redes neuronales a la predicci\u00f3n del rendimiento a corto plazo de las salidas a bolsa <\/li>\n<li><strong>Autor:<\/strong>\u00a0 David Quintana Montero <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pontificia comillas<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 05\/10\/2004<\/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>Pedro Isasi Vi\u00f1uela<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Antonio De amescua seco <\/li>\n<li>pilar Grau  carles (vocal)<\/li>\n<li> Olmeda martos Jos\u00e9 ignacio (vocal)<\/li>\n<li>m. esther Vaquero lafuente (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de David Quintana Montero El objeto de este trabajo es contrastar la utilidad de las redes neuronales artificiales [&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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