Foreign-exchange-rate forecasting with artificial neural networks
From MaRDI portal
Publication:2644260
DOI10.1007/978-0-387-71720-3zbMath1125.91058OpenAlexW157797090MaRDI QIDQ2644260
Lean Yu, Kin Keung Lai, Shou-Yang Wang
Publication date: 7 September 2007
Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-71720-3
Related Items
Soft computing hybrids for FOREX rate prediction: a comprehensive review, Lithology prediction in the subsurface by artificial neural networks on well and 3D seismic data in clastic sediments: a stochastic approach to a deterministic method, Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach, A continuous time Bayesian network classifier for intraday FX prediction, Time series forecasting with multiple candidate models: selecting or combining?
