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...

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Detalles Bibliográficos
Autores Principales: Ortiz Sandoval, Juan David, Peña Cuéllar, David René, Espitia Cuchango, Helbert Eduardo
Formato: Artículo (Article)
Lenguaje:Español (Spanish)
Publicado: Universidad Militar Nueva Granada 2016
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