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

DOI10.1016/S0167-9473(98)00067-XzbMath1042.91526MaRDI QIDQ1285487

Francesco Lisi, Rosa A. Schiavo

Publication date: 28 April 1999

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

zbMATH Keywords

Exchange rates; Artificial neural networks; Back-propagation; Chaotic models; Time series prediction

Mathematics Subject Classification ID

91B84: Economic time series analysis

68T05: Learning and adaptive systems in artificial intelligence

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