Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates
Publication:1000399
DOI10.1007/BF00868008zbMath1153.91783MaRDI QIDQ1000399
Milton S. Boyd, Nowrouz Kohzadi, Iebeling Kaastra, Bahman Kermanshahi, Giovani Dematos
Publication date: 6 February 2009
Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)
forecastrecurrent neural networksARIMAfeedforward neural networksjapanese yen/US dollar exchange rate
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Neural networks for/in biological studies, artificial life and related topics (92B20) Statistical methods; economic indices and measures (91B82)
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