Pages that link to "Item:Q4658451"
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The following pages link to Time series forecasting with neural network ensembles: an application for exchange rate prediction (Q4658451):
Displaying 12 items.
- Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking (Q299808) (← links)
- Globally flexible functional forms: the neural distance function (Q976336) (← links)
- Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates (Q1000399) (← links)
- Regression neural network for error correction in foreign exchange forecasting and trading. (Q1427114) (← links)
- Soft computing hybrids for FOREX rate prediction: a comprehensive review (Q1654378) (← links)
- Frequency-based ensemble forecasting model for time series forecasting (Q2115049) (← links)
- On a high-dimensional model representation method based on copulas (Q2178128) (← links)
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (Q2387270) (← links)
- Forecasting of time series based on the example of exchange rates using neural networks (Q2897427) (← links)
- COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING (Q3598853) (← links)
- EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS (Q4679770) (← links)
- FOREX rate prediction improved by Elliott waves patterns based on neural networks (Q6055174) (← links)
