A Hybrid Forecast of Exchange Rate based on Discrete Grey-Markov and Grey Neural Network Model
Gol KimRi Suk YunPublished in: CoRR (2012)
Keyphrases
- neural network model
- grey theory
- exchange rate
- forecasting model
- bp neural network
- neural network
- forecasting accuracy
- artificial neural networks
- foreign exchange
- grey model
- network architecture
- grey relational analysis
- short term
- dynamic characteristics
- markov chain
- multilayer perceptron
- financial time series
- search engine
- long run
- hopfield network
- information extraction
- probabilistic model