Pages that link to "Item:Q1285487"
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The following pages link to A comparison between neural networks and chaotic models for exchange rate prediction. (Q1285487):
Displaying 6 items.
- Modeling exchange rates using wavelet decomposed genetic neural networks (Q713693) (← links)
- Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075) (← links)
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
- Comparison of the performance of multi-layer perceptron and linear regression for epidemiological data (Q956790) (← links)
- Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting (Q1933791) (← links)
- EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES (Q3379407) (← links)
