<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>2448-718X</journal-id>
<journal-title><![CDATA[El trimestre económico]]></journal-title>
<abbrev-journal-title><![CDATA[El trimestre econ]]></abbrev-journal-title>
<issn>2448-718X</issn>
<publisher>
<publisher-name><![CDATA[Fondo de Cultura Económica]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S2448-718X2010000300585</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Procesos gaussianos en la predicción de las fluctuaciones de la economía mexicana]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[García]]></surname>
<given-names><![CDATA[Irene]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Trigo]]></surname>
<given-names><![CDATA[Loren]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Costanzo]]></surname>
<given-names><![CDATA[Sabatino]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[ter Horst]]></surname>
<given-names><![CDATA[Enrique]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Simón Bolívar Departamento de Cómputo Científico y Estadística ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Venezuela</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,ProAlea International Consultants Inc.  ]]></institution>
<addr-line><![CDATA[Caracas ]]></addr-line>
<country>Venezuela</country>
</aff>
<aff id="Af3">
<institution><![CDATA[,Grupo de Empresas Econoinvest  ]]></institution>
<addr-line><![CDATA[Caracas ]]></addr-line>
<country>Venezuela</country>
</aff>
<aff id="Af4">
<institution><![CDATA[,Instituto de Estudios Superiores de Administración  ]]></institution>
<addr-line><![CDATA[Caracas ]]></addr-line>
<country>Venezuela</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>09</month>
<year>2010</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>09</month>
<year>2010</year>
</pub-date>
<volume>77</volume>
<numero>307</numero>
<fpage>585</fpage>
<lpage>602</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S2448-718X2010000300585&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S2448-718X2010000300585&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S2448-718X2010000300585&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen: La capacidad de algunas redes neuronales para predecir la dirección de la economía de México -representada por el LEI- cuyos insumos son las versiones simultáneas (suavizante y predictiva) de un Proceso Gaussiano alimentado por un índice de acciones y uno de bonos -ambos representativos del mercado mexicano-, es comparada favorablemente (por medio del método de Anatolyev y Gerko para evaluar la precisión de un predictor), con la capacidad predictiva de redes desarrolladas para el mismo fin por dos de los autores de este artículo en uno artículo anterior, cuyos insumos son rezagos de dichos índices.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract: The ability of some neural nets to predict the direction of the Mexican economy - represented by its lei- when taking as inputs the simultaneous versions (smoothing and predictive) of a Gaussian Process fed with a Stock Index and a Bonds Index representing the Mexican market, is favorably compared - through the Anatolyev and Gerko predictive accuracy test- with the predictive ability of nets developed for a similar purpose by the authors in a previous paper, and whose inputs are the lagged indexes of the Mexican capital markets and some of their moving averages.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[redes neuronales]]></kwd>
<kwd lng="es"><![CDATA[predicción]]></kwd>
<kwd lng="es"><![CDATA[fluctuaciones]]></kwd>
<kwd lng="es"><![CDATA[economía]]></kwd>
<kwd lng="es"><![CDATA[mercados]]></kwd>
<kwd lng="es"><![CDATA[mercados de capitales]]></kwd>
<kwd lng="es"><![CDATA[procesos gaussianos]]></kwd>
</kwd-group>
</article-meta>
</front><back>
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