The day-effect on the returns of colcap index analysed with self-organizing maps
In this article is analyzed the historic value of Colcap index (which is the reference index of colombian stock market), by using a model of Kohonen’s Self-Organizing Map (SOM). This is done in order to find a correlation between weekday with the daily return of index. It is explained what data were...
| Autores Principales: | , , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Español (Spanish) |
| Publicado: |
Universidad Militar Nueva Granada
2016
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| Materias: | |
| Acceso en línea: | http://hdl.handle.net/10654/33400 |