Effect of foreign exchange management on firm performance using genetic algorithm and VaR.
Hochan KimSungmin HurPublished in: Expert Syst. Appl. (2009)
Keyphrases
- foreign exchange
- genetic algorithm
- exchange rate
- management system
- data processing
- neural network
- information management
- early warning
- information systems
- stock market
- fitness function
- simulated annealing
- non stationary
- knowledge management
- artificial neural networks
- decision support
- multi objective
- metaheuristic
- expert systems
- keywords
- learning algorithm
- machine learning
- risk measures
- data mining