Evolution of the SME loan portfolio in Ecuador: a Holt- Winters approach and the Extreme Learning Machine network.
DOI:
https://doi.org/10.5281/zenodo.15467671Palabras clave:
Cartera de créditos, PYMES, Holt-Winters, planificación crediticia, eficiencia, redes neuronales.Resumen
Esta investigación, de enfoque mixto, se basó en la predicción de la evolución de la cartera de créditos a PYMES en Ecuador. Se utilizó el modelo Holt-Winters y la red Extreme Learning Machine, que combinan modelos econométricos y redes neuronales, acompañados del análisis geoespacial a nivel de provincias. El modelo presentó ajuste óptimo de los datos reales, comprende eficazmente el 93 % de la variabilidad de estos, muestra un eficiente pronóstico y rendimiento ligeramente superior sobre otros modelos analizados. Este resultado es crucial para la toma de decisiones y la planificación de los recursos financieros destinados a las PYMES ecuatorianas.
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Derechos de autor 2025 Encuentros. Revista de Ciencias Humanas, Teoría Social y Pensamiento Crítico.
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