Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?
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References listed on IDEAS
- Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chun-Teck Lye & Tze-Haw Chan & Chee-Wooi Hooy, 2012.
"Nonlinear Analysis Of Chinese And Malaysian Exchange Rates Predictability With Monetary Fundamentals,"
Journal of Global Business and Economics,
Global Research Agency, vol. 5(1), pages 38-49, July.
- Chun-Teck Lye Author_Email: firstname.lastname@example.org & Tze-Haw Chan & Chee-Wooi Hooy, 2011. "Nonlinear Analysis Of Chinese And Malaysian Exchange Rates Predictability With Monetary Fundamentals," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-270, Conference Master Resources.
More about this item
KeywordsArtificial Neural Networks; Forecasting; modified monetary-portfolio balance model; RM/USD;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-13 (All new papers)
- NEP-CMP-2010-11-13 (Computational Economics)
- NEP-FOR-2010-11-13 (Forecasting)
- NEP-MON-2010-11-13 (Monetary Economics)
- NEP-SEA-2010-11-13 (South East Asia)
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