Multistage Neural Network Metalearning with Application to Foreign Exchange Rates Forecasting.

Kin Keung Lai Lean Yu Wei Huang Shouyang Wang

Published in: MICAI (2006)

Keyphrases

multistage
exchange rate
neural network
single stage
foreign exchange
production system
dynamic programming
prediction model
stochastic programming
short term
multistage stochastic
financial time series
early warning
long run
optimal policy
knn
long term