A combined Independent Component Analysis-Neural Network model for forecasting exchange rate variation.
Jonatan HenríquezWerner KristjanpollerPublished in: Appl. Soft Comput. (2019)
Keyphrases
- exchange rate
- independent component analysis
- neural network model
- neural network
- foreign exchange
- independent components
- principal component analysis
- artificial neural networks
- signal processing
- factor analysis
- forecasting accuracy
- long run
- stock price
- blind source separation
- financial time series
- independent subspace analysis
- input variables
- currency exchange
- state space
- multilayer perceptron
- machine learning