Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks
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- Olcay Erdogan & Ali Goksu, 2014. "Forecasting Euro and Turkish Lira Exchange Rates with Artificial Neural Networks (ANN)," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(4), pages 307-316, October.
- He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
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- Sarantis, Nicholas, 2006. "On the short-term predictability of exchange rates: A BVAR time-varying parameters approach," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2257-2279, August.
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- Roberto Patuelli & Simonetta Longhi & Aura Reggiani & Peter Nijkamp, 2008.
"Neural networks and genetic algorithms as forecasting tools: a case study on German regions,"
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Pion Ltd, London, vol. 35(4), pages 701-722, July.
- Roberto Patuelli & Simonetta Longhi & Aura Reggiani & Peter Nijkamp, 2005. "Forecasting Regional Employment in Germany by Means of Neural Networks and Genetic Algorithms," Computational Economics 0511002, University Library of Munich, Germany.
- Farzan Aminian & E. Suarez & Mehran Aminian & Daniel Walz, 2006. "Forecasting Economic Data with Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 28(1), pages 71-88, August.
- repec:spr:qualqt:v:51:y:2017:i:5:d:10.1007_s11135-016-0375-5 is not listed on IDEAS
- Jane Binner & Rakesh Bissoondeeal & Thomas Elger & Alicia Gazely & Andrew Mullineux, 2005. "A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 665-680.
- Samuel W. Malone & Robert B. Gramacy & Enrique Ter Horst, 2016. "Timing Foreign Exchange Markets," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-23, March.
- Angela He & Alan Wan, 2009. "Predicting daily highs and lows of exchange rates: a cointegration analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(11), pages 1191-1204.
- Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015.
"Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns,"
Springer, vol. 30(3), pages 821-843, September.
- Shiyi Chen & Kiho Jeong & Wolfgang K. HÃ¤rdle, 2008. "Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns," SFB 649 Discussion Papers SFB649DP2008-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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