New Approaches of NARX-Based Forecasting Model. A Case Study on CHF-RON Exchange Rate
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References listed on IDEAS
- Adam Stokes & Ahmed S. Abou-Zaid, 2012. "Forecasting foreign exchange rates using artificial neural networks: a trader's approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(4), pages 370-394.
- Tamal Datta Chaudhuri & Indranil Ghosh, 2016. "Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework," Papers 1607.02093, arXiv.org.
- Cătălina-Lucia COCIANU & Hakob GRIGORYAN, 2016. "Machine Learning Techniques For Stock Market Prediction.Acase Study Of Omv Petrom," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 63-82.
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KeywordsExchange Rate Forecasting; NARX Neural Network; Retraining; Time-series; Mobile Average.;
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