A distance-based fuzzy time series model for exchange rates forecasting.

Yungho Leu Chien-Pang Lee Yie-Zu Jou

Published in: Expert Syst. Appl. (2009)

Keyphrases

exchange rate
autoregressive
probabilistic model
short term
prediction model
forecasting model
financial time series
foreign exchange
neural network
data mining
similarity measure
long term