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FUZZY ECONOMIC REVIEW

ISSN (print) 1136-0593 · ISSN (online) 2445-4192

Volume 24, Number 2, 2019

FORECASTING PERFORMANCE OF EXCHANGE RATE MODELS WITH HEAVY MOVING AVERAGE OPERATORS

L. Espinoza-Audelo. Universidad Autónoma de Occidente, Mexico. Email: luisf.espinozaa@hotmail.com

E. Aviles-Ochoa. Universidad Autónoma de Occidente, Mexico. Email: ezequiel.aviles@udo.mx

E. Leon-Castro. Universidad de la Salle Bajio, Mexico. Email: eleon@delasalle.edu.mx

F. Blanco-Mesa. Universidad Pedagógica y Tecnológica de Colombia, Facultad de Ciencias Económicas y Administrativas, Colombia. Email: fabio.blanco01@uptc.edu.co

The objective of the paper is to demonstrate the effectiveness of a model which fuses econometric models and Heavy Ordered Weighted Moving Average (HOWMA) operators. The evaluation of the methodology is validated with a forecast exercise of the monthly USD / MXN parity for 2015-2017. Within the results, it is…
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EVOLVING AND COMPARING PREDICTIVE PERFORMANCES OF FUZZY WAVELET NEURAL NETWORKS WITH DIFFERENT ARCHITECTURES

Genoveva-Mihaela Ioana. University of Craiova, Department of Statistics and Informatics, Romania. Email: genoveva.ioana@gmail.com

Vasile Georgescu. University of Craiova, Department of Statistics and Informatics, Romania. Email: v_geo@yahoo.com

In this paper we use a real-coding Genetic Algorithm to evolve three different architectures of Fuzzy Wavelet Neural Networks (FWNNs) and to compare their performances when predicting financial time series (stock exchange indexes) by means of NARX( ) models. FWNNs are designed by hybridization of Neural Networks, Fuzzy Inference Systems…
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FORGOTTEN EFFECTS AND THEIR APPLICATION IN THE DEVELOPMENT OF THE MICHOACAN MSMEs

Beatriz Flores Romero. Universidad Michoacana de San Nicolás de Hidalgo, Instituto Iberoamericano de Desarrollo Empresarial (INIDEM), México. Email: betyf@umich.mx

Federico González Santoyo. Universidad Michoacana de San Nicolás de Hidalgo, Instituto Iberoamericano de Desarrollo Empresarial (INIDEM), México. Email: fegosa@inidem.edu.mx

For attaining an entrepreneurial development of Mexico, particularly in the state of Michoacán, it is of the utmost importance to know what are the factors and elements that influence in a relevant way to generate a regional, national and international development and the positioning of the MIPYMEs (micro, small and…
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Neuro-fuzzy model of country's investment potential assessment

A. Matviychuk. Kyiv National Economic University named after Vadym Hetman, Kyiv, Ukraine. Email: editor@nfmte.com

O. Lukianenko. Kyiv National Economic University named after Vadym Hetman, Kyiv, Ukraine. Email: lukolga555@gmail.com

I. Miroshnychenko. Kyiv National Economic University named after Vadym Hetman, Kyiv, Ukraine. Email: ihor.miroshnychenko@kneu.ua

The article proposed a three-level hierarchical approach to the analysis, evaluation and forecasting of the investment potential of the country. The use of a combination of neural networks and fuzzy logic is proposed as a mathematical tool.In the course of the study, the main groups of indicators of the country's…
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