Time series forecasting with neural network ensembles: an application for exchange rate prediction
DOI10.1057/PALGRAVE.JORS.2601133zbMATH Open1176.91129OpenAlexW2046356540MaRDI QIDQ4658451FDOQ4658451
Author name not available (Why is that?)
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
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84)
Cites Work
Cited In (12)
- EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS
- Globally flexible functional forms: the neural distance function
- Bayesian regularization neural network ensemble model based on partial least squares regression and its application to stock market
- Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
- FOREX rate prediction improved by Elliott waves patterns based on neural networks
- Soft computing hybrids for FOREX rate prediction: a comprehensive review
- Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates
- Forecasting of time series based on the example of exchange rates using neural networks
- Regression neural network for error correction in foreign exchange forecasting and trading.
- On a high-dimensional model representation method based on copulas
- COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates
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