Multivariate FOREX forecasting using artificial neural networks.
Woon-Seng GanKah Hwa NgPublished in: ICNN (1995)
Keyphrases
- using artificial neural networks
- exchange rate
- foreign exchange
- artificial neural networks
- financial time series
- regression model
- short term
- long run
- prediction model
- multivariate data
- neural network model
- stock price
- multivariate time series
- finite element analysis
- mixed data
- early warning
- neural network
- statistical tests
- stock market
- data sets
- support vector regression
- high dimensional
- genetic algorithm