A Comparative Analysis of the Classical and Machine learning Forecasting Methods for the Mexican Stock Exchange

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AudienciaPúblico en generales_ES
CoberturaMéxicoes_ES
Fecha de ingreso2026-10-05T16:32:25Z
Fecha de publicación2024-01-01
ResumenThere is no recent comparison in the literature on the application of classical and machine learning methods for forecasting financial assets on the Mexican Stock Exchange (BMV). These methods divide the time series into three sections: training, validation, and testing. They predict future values using the training data and are evaluated in the validation phase using error metrics; once the lowest error is obtained, the best parameters and algorithms are used to predict values using the test section. This paper aims to find the most accurate regression algorithm to make predictions in the financial time series of the BMV. The regression methods compared include linear regression, neural networks, decision trees, and support vector regression. The study uses historical BMV asset price data to compare the accuracy of each of these algorithms.es_ES
Doihttps://doi.org/10.61467/2007.1558.2024.v15i3.512es_ES
URIhttps://riuat.uat.edu.mx/handle/123456789/4243
Idiomaenes_ES
EditorialINT JOURNAL COMBINATORIAL OPTIMIZATION PROBLEMS \& INFORMATICSes_ES
RelaciónInternational Journal of Combinatorial Optimization Problems and Informaticses_ES
URL relacionadohttps://doi.org/10.61467/2007.1558.2024.v15i3.512es_ES
DerechosAcceso abierto (Metadatos de producción científica)es_ES
Licenciahttp://purl.org/coar/access_right/c_abf2es_ES
FuenteInternational Journal of Combinatorial Optimization Problems and Informatics
Palabra claveStatistical forecasting methodses_ES
Palabra claveRegression Algorithmses_ES
Palabra claveMexican Stock Exchangees_ES
Palabra claveMachine learning forecastinges_ES
TítuloA Comparative Analysis of the Classical and Machine learning Forecasting Methods for the Mexican Stock Exchangees_ES
TipoArtículoes_ES
ArbitradoHa sido Arbitradoes_ES
AutorFrausto-Solis, Juan
AutorRangel-Gonzalez, Alberto
AutorEstrada-Patino, Erick
AutorGonzalez-Barbosa, Juan Javier
AutorRuiz, Erika Alarcon
AutorCastilla-Valdez, Guadalupe
AutorDiaz-Parra, Ocotlan
AutorFrausto-Solis, Juanes_ES
AutorRangel-Gonzalez, Albertoes_ES
AutorEstrada-Patino, Erickes_ES
AutorGonzalez-Barbosa, Juan Javieres_ES
AutorRuiz, Erika Alarcones_ES
AutorCastilla-Valdez, Guadalupees_ES
AutorDiaz-Parra, Ocotlanes_ES
InstituciónUniversidad Autónoma de Tamaulipas
InstituciónUniversidad Autónoma de Tamaulipases_ES
Número3es_ES
Rango de páginas43-58es_ES
URL relacionadahttps://doi.org/10.61467/2007.1558.2024.v15i3.512
Tipo de artículoIndexado
Tipo de artículoIndexadoes_ES
Volumen15es_ES

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