Forecasting exchange rates with the iMLP: New empirical insight on one multi-layer perceptron for interval time series (ITS).
Carlos MatéLucía JimenezPublished in: Eng. Appl. Artif. Intell. (2021)
Keyphrases
- exchange rate
- multi layer perceptron
- financial time series
- stock price
- neural network
- foreign exchange
- artificial neural networks
- radial basis function
- neural network model
- mlp neural networks
- currency exchange
- long run
- neural model
- non stationary
- stock market
- support vector machine
- artificial neural network models
- multivariate time series
- risk aversion
- forecasting accuracy
- neuro fuzzy
- machine learning
- autoregressive
- news articles
- computational intelligence
- chaotic time series