Pages that link to "Item:Q1852082"
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The following pages link to A case study on using neural networks to perform technical forecasting of forex (Q1852082):
Displaying 15 items.
- Convergence analysis of the weighted state space search algorithm for recurrent neural networks (Q478939) (← links)
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting (Q632930) (← links)
- Forecasting exchange rates using general regression neural networks (Q1579016) (← links)
- Soft computing hybrids for FOREX rate prediction: a comprehensive review (Q1654378) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (Q2387270) (← links)
- Non-parametric regression methods (Q2468374) (← links)
- Short term forecasting with support vector machines and application to stock price prediction (Q3549307) (← links)
- COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING (Q3598853) (← links)
- An Evolutionary Approach to Improve a Simple Trading System (Q4609752) (← links)
- Time series forecasting with neural network ensembles: an application for exchange rate prediction (Q4658451) (← links)
- System for foreign exchange trading using genetic algorithms and reinforcement learning (Q4669488) (← links)
- Prediction of stock price movement based on daily high prices (Q5001173) (← links)
- A continuous time Bayesian network classifier for intraday FX prediction (Q5247924) (← links)
- Covered Interest Arbitrage in Exchange Rate Forecasting Markets (Q5321699) (← links)
