Forecasting Exchange Rates with Mixed Models
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- Type
- article
- Published
- 2013-06-30
- Cited by
- 3
- References
- 19
- Access
- Open access
- OpenAlex
- https://openalex.org/W59991679
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:55972731
Keywords
Computer science, Broyden–Fletcher–Goldfarb–Shanno algorithm, Artificial neural network, Autoregressive integrated moving average, Mean squared error
References
- Comparing ANN Based Models with ARIMA for Prediction of Forex Rates
- A Tutorial on Neural Networks Using the Broyden-Fletcher-Goldfarb - Shanno (BFGS) Training Algorithm and Molecular Descriptors with Application to the Prediction of Dielectric Constants through the Development of Quantitative Structure Property Relationships (QSPRs)
- Neural Network Models for Time Series Forecasts
- Forecasting exchange rate better with artificial neural network
- Surveying stock market forecasting techniques - Part II: Soft computing methods
- Conditioning of Quasi-Newton Methods for Function Minimization
- Neural network forecasting of the British pound/US dol-lar exchange rate
- Time series analysis, forecasting and control
- A family of variable-metric methods derived by variational means
- The robustness of neural networks for modelling and trading the EUR/USD exchange rate at the ECB fixing
- The Convergence of a Class of Double-rank Minimization Algorithms 2. The New Algorithm
- Time series forecasting using neural networks
- A New Approach to Variable Metric Algorithms
- Handwritten digit recognition by neural networks with single-layer training
- Using MLP and RBF Neural Networks to Improve thePrediction of Exchange Rate Time Series with ARIMA
- ARE FOREIGN EXCHANGE RATES PREDICTABLE? A SURVEY FROM ARTIFICIAL NEURAL NETWORKS PERSPECTIVE *
- The convergence of a class of double-rank minimization algorithms
- Modelling and Trading the EUR / USD Exchange Rate : Do Neural Network Models Perform Better ?
- Time Series Analysis, Forecasting, and Control
- Foreign Exchange Rates Forecasting with Neural NetworksJingtao
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