This article aims to identify the most relevant variables that allow through a neural network model (RNA), with supervised learning, in a kind of error correction and feedforward perceptron multilayer architecture to achieve the best predictors of low risk, in the process of microcredit....

This research shows the application and performance of three models for the classification of credit applicants: discriminant analysis, logistic regression and neural networks; techniques used by financial institutions for the calculation of credit scoring. The results show a better performance...

Los modelos de tipo Credit Score permiten a los analistas de crédito la cuantificación de los riesgos que implican las operaciones de crédito, la segmentación de afiliados y la recomendación de decisiones de otorgamiento o rechazo de un crédito para personas naturales. Estos modelos buscan...

In recent decades, a growing interest in the micro and meso economic foundations of competitiveness has emerged worldwide. Many authors have seek to explain this phenomenon using approaches that rely on endogenous and relational capabilities of firms. Relational capabilities are exercised in...

This article aims to identify the most relevant variables that allow through a neural network model (RNA), with supervised learning, in a kind of error correction and feedforward perceptron multilayer architecture to achieve the best predictors of low risk, in the process of microcredit....

This paper offers an exhaustive analysis of the effectiveness of several models and methodologies that are commonly used to forecast financial failure: Linear, MDA, Logit, and artificial neural network. Our main aim is to evaluate their relative strengths and weaknesses, in terms of technical...

This paper offers an exhaustive analysis of the effectiveness of several models and methodologies that are commonly used to forecast financial failure: Linear, MDA, Logit, and artificial neural network. Our main aim is to evaluate their relative strengths and weaknesses, in terms of technical...

Spanish Abstract: Esta investigación tiene como propósito implementar la metodología de regresión cuantil bayesiana en el cálculo del valor en riesgo (VaR, en inglés) en el mercado de valores colombiano. Para este objetivo se valoran algunos requerimientos regulatorios sobre riesgo de...

This research shows the application and performance of three models for the classification of credit applicants: discriminant analysis, logistic regression and neural networks; techniques used by financial institutions for the calculation of credit scoring. The results show a better performance...

En este trabajo se estiman modelos de corto plazo para pronosticar la inflación de bienes transables y no transables en Colombia. Estos modelos no existían en el Banco Central antes de 2004 y son de gran utilidad para la toma de decisiones de política monetaria. También se evalúan los...