Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
DOI10.1007/S10614-008-9144-4zbMath1152.91732OpenAlexW2086168435MaRDI QIDQ954784
Khurshid M. Kiani, Terry L. Kastens
Publication date: 18 November 2008
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-008-9144-4
recurrent neural networkstate spaceARMAout-of-sample forecastsexchange rate forecastsfeed forward neural networksin-sample forecasts
Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Neural networks for/in biological studies, artificial life and related topics (92B20)
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Cites Work
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