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

DOI10.1016/S0167-9473(98)00067-XzbMATH Open1042.91526MaRDI QIDQ1285487FDOQ1285487

Authors: Francesco Lisi, Rosa A. Schiavo 

Publication date: 28 April 1999

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

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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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• Neural Networks and Related 'Massively Parallel' Methods for Statistics: A Short Overview

Cited In (12)

• Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Modeling exchange rates using wavelet decomposed genetic neural networks
• Neural network modelling with applications to euro exchange rates
• Noisy time series prediction using recurrent neural networks and grammatical inference
• A comparison between neural network and fuzzy system models for foreign exchange rates prediction
• Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
• Hybrid Neural Systems in Exchange Rate Prediction
• Comparison of the performance of multi-layer perceptron and linear regression for epidemiological data
• 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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