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- W2184532181 abstract "This research uses a multilayer neural network to relate the General Index from Colombia Stock Exchange (IGBC) with macroeconomic fundamen- tals and nancial variables. We propose two models: an APT (macroeconomic fundamentals) one and a modied APT (macroeconomic fundamentals + in- ternational stock markets indicator); according to our analysis the traditional APT predicts more accurately the behavior of the Colombian stock market. The results conrm that the articial neural network (ANN) approach is more eective than traditional statistical models given its explanatory power and precision." @default.
- W2184532181 created "2016-06-24" @default.
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- W2184532181 date "2010-01-01" @default.
- W2184532181 modified "2023-09-27" @default.
- W2184532181 title "Revista de Econom a" @default.
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