There has been an increased number of papers in the literature in recent years, applying several methods and techniques for exchange - rate prediction. This paper focuses on the Greek drachma using daily observations of the drachma rates against four major currencies, namely the U.S. Dollar (USD), the Deutsche Mark (DM), the French Franc (FF) and the British Pound (GBP) for a period of 11 years, aiming at forecasting their short-term course by applying local approximation methods based on both chaotic analysis and neural networks.
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number
17764.
Length: Date of creation: Dec 1998 Date of revision: Publication status: Published in EUROPEAN RESEARCH STUDIES 4.1(1998): pp. 5-33 Handle: RePEc:pra:mprapa:17764
Find related papers by JEL classification: C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
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