A comparison between neural networks and chaotic models for exchange rate prediction.

DOI10.1016/S0167-9473(98)00067-XMaRDI QIDQ1285487zbMATH OpenFDO

Authors Francesco Lisi, Rosa A. Schiavo

Publication date 28 April 1999

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Artificial neural networksExchange ratesBack-propagationChaotic modelsTime series prediction

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84)

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Cited in

(12)

• Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
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• Modeling exchange rates using wavelet decomposed genetic neural networks
• scientific article; zbMATH DE number 2006830 (Why is no real title available?)
• Neural network modelling with applications to euro exchange rates
• A comparison between neural network and fuzzy system models for foreign exchange rates prediction
• Noisy time series prediction using recurrent neural networks and grammatical inference
• Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
• Comparison of the performance of multi-layer perceptron and linear regression for epidemiological data
• Hybrid Neural Systems in Exchange Rate Prediction
• Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting
• EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES

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