Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs)

DOI10.1515/SNDE-2015-0088OpenAlexW3007504749MaRDI QIDQ2699601

John Francis T. Diaz, Jo-Hui Chen

Publication date: 19 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2015-0088

zbMATH Keywords

artificial neural networksgrey relational analysiscurrency ETNs

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Time-delay recurrent neural network for temporal correlations and prediction
• Exchange-rates forecasting: A hybrid algorithm based on genetically optimized adaptive neural networks
• Forecasting Exchange Rate in India: An Application of Artificial Neural Network Model
• Grey Relational Analysis and Neural Network Forecasting of REIT returns
• A Fast Learning Algorithm for Deep Belief Nets

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