Time series forecasting with neural network ensembles: an application for exchange rate prediction
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Publication:4658451
DOI10.1057/PALGRAVE.JORS.2601133zbMath1176.91129OpenAlexW2046356540MaRDI QIDQ4658451
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Publication date: 16 March 2005
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601133
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05)
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Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking ⋮ A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates ⋮ Soft computing hybrids for FOREX rate prediction: a comprehensive review ⋮ On a high-dimensional model representation method based on copulas ⋮ FOREX rate prediction improved by Elliott waves patterns based on neural networks ⋮ Regression neural network for error correction in foreign exchange forecasting and trading. ⋮ Globally flexible functional forms: the neural distance function ⋮ EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS
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