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A hybrid artificial neural network-GJR modeling approach to forecasting currency exchange rate volatility.
Alexander Amo Baffour
Jingchun Feng
Evans Kwesi Taylor
Published in:
Neurocomputing (2019)
Keyphrases
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garch model
exchange rate
artificial neural networks
currency exchange
stock market
sar images
multivariate time series
heavy tailed
stock price
neural network
financial time series
genetic algorithm
back propagation
multiresolution
image quality
short term