A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility.
Ehsan HajizadehMasoud MahootchiAkbar EsfahanipourMahdi Massahi Kh.Published in: Neural Comput. Appl. (2019)
Keyphrases
- exchange rate
- hybrid model
- hybrid models
- artificial neural networks
- particle swarm optimization pso
- bp neural network
- stock price
- neural network
- particle swarm optimization
- genetic algorithm ga
- foreign exchange
- pso algorithm
- nearest neighbor
- forecasting accuracy
- financial time series
- back propagation
- support vector regression
- genetic algorithm
- back propagation neural network
- neural network model
- currency exchange
- support vector machine svm
- knn
- feed forward
- long run
- optimization algorithm
- feed forward neural networks
- financial crisis
- pattern recognition
- radial basis function
- financial markets
- computer vision