Model-free forecasting for nonlinear time series (with application to exchange rates)

DOI10.1016/0167-9473(94)00008-7zbMath0875.62432MaRDI QIDQ673738

Berlin Wu

Publication date: 28 February 1997

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

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00008-7

zbMATH Keywords

Neural networks; Exchange rates; Back-propagation method; Bilinear models; Model-free forecasting

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

Related Items

An investigation of neural networks for linear time-series forecasting, Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models

Cites Work

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