Resumo

TRIGO, Loren  e  COSTANZO, Sabatino. Redes neuronales en la predicción de las fluctuaciones de la economía a partir del movimiento de los mercados de capitales. El trimestre econ [online]. 2007, vol.74, n.294, pp.415-440.  Epub 20-Nov-2020. ISSN 2448-718X.

This study analyzes the ability of neuronal nets to predict the direction of the U. S. and Mexican economies, with the lagged indexes of the capital markets of each country as inputs and the compound leading economic indicator index (LEI, here treated as a coincident indicator) as output. Neuronal net significant and stable predictive ability was stablished and the predictive superiority of the net with respect to a comparable multiple regression was measured using the predictive accuracy test designed by Anatolyev and Gerko.

Palavras-chave : redes neuronales; predicción; fluctuaciones; economía; mercados de capitales.

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