Time series forecasting with neural network ensembles: an application for exchange rate prediction.
Guoqiang Peter ZhangVictor L. BerardiPublished in: J. Oper. Res. Soc. (2001)
Keyphrases
- exchange rate
- neural network ensembles
- financial time series
- foreign exchange
- prediction accuracy
- long run
- stock price
- currency exchange
- neural network
- prediction algorithm
- prediction error
- artificial neural networks
- economic growth
- neuro fuzzy
- short term
- optimal policy
- dynamic programming
- risk aversion
- long term
- knowledge base