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