José Eduardo Medina Reyes

José Eduardo Medina Reyes
Queen Mary, University of London | QMUL · School of Business and Management

Master of Science

About

8
Publications
877
Reads
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7
Citations
Citations since 2016
8 Research Items
7 Citations
20162017201820192020202120220123456
20162017201820192020202120220123456
20162017201820192020202120220123456
20162017201820192020202120220123456
Introduction
I am a PhD student at Queen Mary University of London. I have experience in consulting in microfinance institutions, data sciences and statistical modelling of financial risk in Mexico, Ecuador, Bolivia, Colombia, Cuba and Trinidad and Tobago.
Additional affiliations
September 2019 - present
Fundación Alemana Servicios
Position
  • Consultant
Education
January 2017 - November 2019
Instituto Politécnico Nacional
Field of study
  • Economics
August 2012 - December 2016
Instituto Politécnico Nacional
Field of study
  • Economics

Publications

Publications (8)
Article
Full-text available
span class="fontstyle0">This paper develops the comparison of the volatility prediction of the traditional models (ARIMA, EGARCH, and PARCH), with respect to the Hybrid Fuzzy Time Series and Fuzzy ARIMA Model of Tseng’s and Tanaka’s methodology (FTS-Fuzzy ARIMA Tseng and FTS-Fuzzy ARIMA Tanaka). For this purpose, it applies to the time series of th...
Article
Full-text available
The objective of this research is to compare the returns of the portfolios developed by the proposed methodology called Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network against Markowitz’s portfolio theory; to identify the best investment model. For this purpose, we used ten stock time series of the Mexican market in daily format fro...
Chapter
The objective of this research is to identify the impact of the COVID-19 contingency on economic activity and the microfinance sector in Argentina, Colombia, Ecuador, Mexico, and Peru. Through a fuzzy autoregressive neural network with a pentagonal membership function, and correlational analysis, which allows the identification of levels of impact...
Chapter
Full-text available
La presente investigación analiza las relaciones de largo plazo entre la tasa de interés, el tipo de cambio y el premio al riesgo de la economía mexicana; variables que se ha demostrado son parte importante para la toma de decisiones en el mercado financiero, las cuales son estudiadas con un modelo de teoría de control. Esta metodología se ha desar...
Article
Full-text available
This research aims to analyze the short-term causal relationships between the oil sector and economic growth, using two methodologies, the ARDL model and the proposal based on fuzzy logic, the FG-ARDL, Fuzzy Gaussian Autoregressive Distributed Lag. For this purpose, 59 variables of the oil sector and their relationship with the Global Economic Acti...
Article
Full-text available
This article compares the results obtained when forecasting the Stock Market Index applying a proposed Fuzzy Nonlinear Autoregressive Neural Network with those obtained using the Autoregressive Neural Network. For this purpose, the methodology is applied to four stock indices, IPC, IBEX 35, S&P 500 and the Nikkei 225 using daily data from January 2...
Thesis
Full-text available
This research presents the comparison of the techniques modified using fuzzy logic called FTS-Fuzzy ARIMA, Fuzzy AR, Fuzzy GARCH, Fuzzy EGARCH, Fuzzy Triangular NARNET, and Fuzzy Trapezoidal NARNET, with respect to the volatility prediction techniques ARIMA, GARCH, EGARCH, and Nonlinear Autoregressive Neural Network, For this purpose, it applies to...

Network

Cited By

Projects

Project (1)
Project
Desarrollar el pronóstico del tipo de cambio a partir de los conceptos de teoría difusa, series temporales difusas y redes neuronales.