A neural network approach to long-run exchange rate prediction

DOI10.1007/BF00115691zbMath0846.90027OpenAlexW1987527315MaRDI QIDQ1915793

William Verkooijen

Publication date: 1 July 1996

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00115691

zbMATH Keywords

exchange rate determinationneural network representationout-of-sample prediction experiments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Neural networks for/in biological studies, artificial life and related topics (92B20)

Cites Work

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• Projection pursuit
• Multivariate adaptive regression splines
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• A Statistical View of Some Chemometrics Regression Tools
• Approximation by superpositions of a sigmoidal function

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