Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784)
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scientific article; zbMATH DE number 5367281
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| English | Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures |
scientific article; zbMATH DE number 5367281 |
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Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (English)
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18 November 2008
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exchange rate forecasts
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feed forward neural networks
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recurrent neural network
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in-sample forecasts
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out-of-sample forecasts
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ARMA
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state space
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0.8079148530960083
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0.7715533971786499
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0.7710207104682922
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0.7698774933815002
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0.7645606398582458
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