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Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining

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Zeitschriftentitel: Dimensión Empresarial
Personen und Körperschaften: Ramírez Reyes, Eliseo, Morales Castro, Arturo, Sanabria Landazábal, Néstor Juan
In: Dimensión Empresarial, 18, 2020, (1)
Format: E-Article
Sprache: Unbestimmt
veröffentlicht:
Universidad Autonoma del Caribe
Schlagwörter:
General Earth and Planetary Sciences
General Environmental Science
author_facet Ramírez Reyes, Eliseo
Morales Castro, Arturo
Sanabria Landazábal, Néstor Juan
Ramírez Reyes, Eliseo
Morales Castro, Arturo
Sanabria Landazábal, Néstor Juan
author Ramírez Reyes, Eliseo
Morales Castro, Arturo
Sanabria Landazábal, Néstor Juan
spellingShingle Ramírez Reyes, Eliseo
Morales Castro, Arturo
Sanabria Landazábal, Néstor Juan
Dimensión Empresarial
Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
General Earth and Planetary Sciences
General Environmental Science
author_sort ramírez reyes, eliseo
spelling Ramírez Reyes, Eliseo Morales Castro, Arturo Sanabria Landazábal, Néstor Juan 2322-956X Universidad Autonoma del Caribe General Earth and Planetary Sciences General Environmental Science http://dx.doi.org/10.15665/dem.v18i(1).2246 <jats:p>Different prediction models are explored to analyze the performance of the Mexican Stock Exchange (PQI) after the 2008 crisis. These models have demonstrated a good prognostic capacity for both multivariable and univariable approaches given their non-parametric characteristics. The selected variables were: Dow Jones Industrial Average Index (DJIA), CPI, International Reserves (IR), CETES28, USDMX exchange rate, (M1) and the sovereign default risk of Mexico (MRDS). The models were evaluated with MAPE and compared with linear regression models (LR) and neural networks (NN). The results show that the models have a similar performance according to the percentages of error they presented.</jats:p> Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining Dimensión Empresarial
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title Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_unstemmed Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_full Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_fullStr Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_full_unstemmed Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_short Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_sort mexican stock exchange performance after the crisis of 2008: application of data mining
topic General Earth and Planetary Sciences
General Environmental Science
url http://dx.doi.org/10.15665/dem.v18i(1).2246
publishDate 2020
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description <jats:p>Different prediction models are explored to analyze the performance of the Mexican Stock Exchange (PQI) after the 2008 crisis. These models have demonstrated a good prognostic capacity for both multivariable and univariable approaches given their non-parametric characteristics. The selected variables were: Dow Jones Industrial Average Index (DJIA), CPI, International Reserves (IR), CETES28, USDMX exchange rate, (M1) and the sovereign default risk of Mexico (MRDS). The models were evaluated with MAPE and compared with linear regression models (LR) and neural networks (NN). The results show that the models have a similar performance according to the percentages of error they presented.</jats:p>
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author Ramírez Reyes, Eliseo, Morales Castro, Arturo, Sanabria Landazábal, Néstor Juan
author_facet Ramírez Reyes, Eliseo, Morales Castro, Arturo, Sanabria Landazábal, Néstor Juan, Ramírez Reyes, Eliseo, Morales Castro, Arturo, Sanabria Landazábal, Néstor Juan
author_sort ramírez reyes, eliseo
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description <jats:p>Different prediction models are explored to analyze the performance of the Mexican Stock Exchange (PQI) after the 2008 crisis. These models have demonstrated a good prognostic capacity for both multivariable and univariable approaches given their non-parametric characteristics. The selected variables were: Dow Jones Industrial Average Index (DJIA), CPI, International Reserves (IR), CETES28, USDMX exchange rate, (M1) and the sovereign default risk of Mexico (MRDS). The models were evaluated with MAPE and compared with linear regression models (LR) and neural networks (NN). The results show that the models have a similar performance according to the percentages of error they presented.</jats:p>
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institution DE-Pl11, DE-Rs1, DE-105, DE-14, DE-Ch1, DE-L229, DE-D275, DE-Bn3, DE-Brt1, DE-Zwi2, DE-D161, DE-Gla1, DE-Zi4, DE-15
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spelling Ramírez Reyes, Eliseo Morales Castro, Arturo Sanabria Landazábal, Néstor Juan 2322-956X Universidad Autonoma del Caribe General Earth and Planetary Sciences General Environmental Science http://dx.doi.org/10.15665/dem.v18i(1).2246 <jats:p>Different prediction models are explored to analyze the performance of the Mexican Stock Exchange (PQI) after the 2008 crisis. These models have demonstrated a good prognostic capacity for both multivariable and univariable approaches given their non-parametric characteristics. The selected variables were: Dow Jones Industrial Average Index (DJIA), CPI, International Reserves (IR), CETES28, USDMX exchange rate, (M1) and the sovereign default risk of Mexico (MRDS). The models were evaluated with MAPE and compared with linear regression models (LR) and neural networks (NN). The results show that the models have a similar performance according to the percentages of error they presented.</jats:p> Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining Dimensión Empresarial
spellingShingle Ramírez Reyes, Eliseo, Morales Castro, Arturo, Sanabria Landazábal, Néstor Juan, Dimensión Empresarial, Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining, General Earth and Planetary Sciences, General Environmental Science
title Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_full Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_fullStr Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_full_unstemmed Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_short Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
title_sort mexican stock exchange performance after the crisis of 2008: application of data mining
title_unstemmed Mexican Stock Exchange Performance after the Crisis of 2008: Application of Data Mining
topic General Earth and Planetary Sciences, General Environmental Science
url http://dx.doi.org/10.15665/dem.v18i(1).2246