Time series forecasting with neural network ensembles: an application for exchange rate prediction

DOI10.1057/PALGRAVE.JORS.2601133MaRDI QIDQ4658451zbMATH OpenOpenAlexFDO

Authors

Publication date 16 March 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601133

zbMATH Keywords

exchange rateforecastingneural network ensembletime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84)

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Cites work

• (SOFTWARE) FinTS

Cited in

(14)

• Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates
• Regression neural network for error correction in foreign exchange forecasting and trading.
• Soft computing hybrids for FOREX rate prediction: a comprehensive review
• Frequency-based ensemble forecasting model for time series forecasting
• On a high-dimensional model representation method based on copulas
• A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates
• Forecasting of time series based on the example of exchange rates using neural networks
• Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
• Bayesian regularization neural network ensemble model based on partial least squares regression and its application to stock market
• COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING
• scientific article; zbMATH DE number 1304897 (Why is no real title available?)
• EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS
• FOREX rate prediction improved by Elliott waves patterns based on neural networks
• Globally flexible functional forms: the neural distance function

Describes a project that uses

Uses Software

• TDSL
• FinTS

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