Judith Jazmin Castro Pérez

Judith Jazmin Castro Pérez
Instituto Politécnico Nacional | IPN · Escuela Superior de Economía

Master of Science

About

8
Publications
448
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3
Citations
Citations since 2016
8 Research Items
3 Citations
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Publications

Publications (8)
Article
Full-text available
Long-term Relationship Between Monetary Policy, Exchange Rate and the Risk Premium in Mexico (2003-2018) The objective of this research is to study the long-run relationships between monetary policy, the exchange rate, and the risk premium in the Mexican economy. Using the time series methodology, ARFIMA, and ARFIMAX models, with daily data from M...
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
La presente investigación desarrolló el estudio de las relaciones de largo plazo que existen entre la política monetaria (medida por la tasa de interés), el tipo de cambio (peso/dólar) y el premio al riesgo en la economía mexicana; variables que se considera presentan memoria larga. Estás relaciones se evaluaron mediante la estimación de modelos AR...

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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.