Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10614-008-9144-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2086168435 / rank | |||
Normal rank |
Revision as of 21:17, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures |
scientific article |
Statements
Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (English)
0 references
18 November 2008
0 references
exchange rate forecasts
0 references
feed forward neural networks
0 references
recurrent neural network
0 references
in-sample forecasts
0 references
out-of-sample forecasts
0 references
ARMA
0 references
state space
0 references