A Hybrid Forecasting Model for Foreign Exchange Rate Based on a Multi-neural Network.
An-Pin ChenYu-Chia HsuKo-Fei HuPublished in: ICNC (5) (2008)
Keyphrases
- exchange rate
- forecasting model
- bp neural network
- neural network
- prediction model
- short term
- back propagation
- foreign exchange
- fault diagnosis
- stock price
- stock index futures
- financial time series
- long term
- neural network model
- support vector regression
- rainfall runoff
- fuzzy logic
- artificial neural networks
- currency exchange
- multilayer perceptron
- optimization algorithm
- decision making