Regression neural network for error correction in foreign exchange forecasting and trading.

DOI10.1016/S0305-0548(03)00064-9zbMath1076.91032MaRDI QIDQ1427114

An-Sing Chen, Mark T. Leung

Publication date: 14 March 2004

Published in: Computers \& Operations Research (Search for Journal in Brave)

zbMATH Keywords

Neural networksMultivariate time seriesExchange rate forecastingForeign currencyInvestment strategies and trading

Mathematics Subject Classification ID

Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (5)

A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates ⋮ Soft computing hybrids for FOREX rate prediction: a comprehensive review ⋮ FOREX rate prediction improved by Elliott waves patterns based on neural networks ⋮ Correcting and combining time series forecasters ⋮ EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS

Cites Work

• Unnamed Item
• Forecasting exchange rates using general regression neural networks
• Estimation of a multivariate density
• Time series forecasting with neural network ensembles: an application for exchange rate prediction

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