A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates

DOI10.1016/j.cor.2004.06.024zbMath1090.91074OpenAlexW2092436092MaRDI QIDQ2387270

Yanyan Li

Publication date: 2 September 2005

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2004.06.024

zbMATH Keywords

ForecastingANNForeign exchange ratesGLARNonlinear ensemble model

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Statistical methods; economic indices and measures (91B82)

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