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- W4381282562 abstract "This research proposes a strategy for the accumulation and decumulation of international reserves for Banco de la República de Colombia (Colombia’s Central Bank) by predicting the direction of the COP/USD exchange rate monthly with the Machine Learning methodology. It is decided to use, based on the literature, Machine Learning models such as Elastic Net, Support Vector Machine, Random Forest, and Gradient Boosting for the selection of optimal variables and the prediction of the direction of the exchange rate. In the results, it is exposed that the Boosting model allows to find outstanding yields in the strategy of accumulating and decumulating international reserves, even having discounted costs related to transactions. With this investigation a tool is provided to Banco de la República de Colombia to support its role as Central Bank in the pursuit of its obligations with the nation of Colombia." @default.
- W4381282562 created "2023-06-21" @default.
- W4381282562 creator A5059562498 @default.
- W4381282562 date "2023-05-30" @default.
- W4381282562 modified "2023-09-23" @default.
- W4381282562 title "Estimación de la dirección del tipo de cambio COP/USD una comparación de modelos de machine learning" @default.
- W4381282562 doi "https://doi.org/10.11144/javeriana.10554.62182" @default.
- W4381282562 hasPublicationYear "2023" @default.
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