A Non Parametric Model for the Forecasting of the Venezuelan Oil Prices

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dc.creatorCostanzo, Sabatino
dc.creatorTrigo, Loren
dc.creatorDehne, Wafaa
dc.creatorPrato, Hender
dc.date2007-08-28
dc.date.accessioned2026-07-07T08:26:10Z
dc.date.available2026-07-07T08:26:10Z
dc.descriptionA neural net model for forecasting the prices of Venezuelan crude oil is proposed. The inputs of the neural net are selected by reference to a dynamic system model of oil prices by Mashayekhi (1995, 2001) and its performance is evaluated using two criteria: the Excess Profitability test by Anatoliev and Gerko (2005) and the characteristics of the equity curve generated by a trading strategy based on the neural net predictions. ----- Se introduce aqui un modelo no parametrico para pronosticar los precios del petroleo Venezolano cuyos insumos son seleccionados en base a un sistema dinamico que explica los precios en terminos de dichos insumos. Se describe el proceso de recoleccion y pre-procesamiento de datos y la corrida de la red y se evaluan sus pronosticos a traves de un test estadistico de predictibilidad y de las caracteristicas del Equity Curve inducido por la estrategia de compraventa bursatil generada por dichos pronosticos.
dc.description17 pages, in Spanish
dc.identifierhttps://arxiv.org/abs/0708.3829
dc.identifierhttp://arxiv.org/abs/0708.3829
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/136849
dc.subjectComputational Engineering, Finance, and Science
dc.subjectNeural and Evolutionary Computing
dc.titleA Non Parametric Model for the Forecasting of the Venezuelan Oil Prices
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