@article{Jalil_Misas_2007, title={EVALUACIÓN DE PRONÓSTICOS DEL TIPO DE CAMBIO UTILIZANDO REDES NEURONALES Y FUNCIONES DE PÉRDIDA ASIMÉTRICAS}, volume={30}, url={https://revistas.unal.edu.co/index.php/estad/article/view/29446}, abstractNote={We compare forecasts obtained via linear vs. non linear specifications. The models are adjusted to the daily percentage change of the exchange rate and the comparison is done using both symmetric and asymmetric cost functions. Results show that the non linear model (which here takes the form of an Artificial Neural Network –ANN) performs better in terms of forecasting ability when evaluated with both types of cost functions. Further more, when using asymmetric costs, the ANN is a much better predictor than its linear counterpart.}, number={1}, journal={Revista Colombiana de Estadística}, author={Jalil, Munir Andrés and Misas, Martha}, year={2007}, month={Jan.}, pages={143–161} }