Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
type: Item
instance of: scholarly article
title: Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
zbMATH Open document ID: 1152.91732
author: Khurshid M. Kiani
author: Terry L. Kastens
published in: Computational Economics
publication date: 2008-11-18T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 68T05
Mathematics Subject Classification ID: 92B20
zbMATH DE Number: 5367281
zbMATH Keywords: exchange rate forecasts
zbMATH Keywords: feed forward neural networks
zbMATH Keywords: recurrent neural network
zbMATH Keywords: in-sample forecasts
zbMATH Keywords: out-of-sample forecasts
zbMATH Keywords: ARMA
zbMATH Keywords: state space
MaRDI profile type: Publication
full work available at URL: s10614-008-9144-4
OpenAlex ID: W2086168435
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DOI: 10.1007/S10614-008-9144-4
description: scientific article; zbMATH DE number 5367281