Forecasting exchange rates with ensemble neural networks and ensemble K-PLS: A case study for the US Dollar per Indian Rupee.
Mark J. EmbrechtsChristopher J. GattiJonathan D. LintonThiemo GruberBernhard SickPublished in: IJCNN (2012)
Keyphrases
- exchange rate
- neural network
- foreign exchange
- neural network ensemble
- ensemble methods
- akaike information criterion
- financial time series
- ensemble learning
- genetic algorithm
- stock price
- training set
- currency exchange
- long run
- pattern recognition
- decision support system
- base classifiers
- decision trees
- artificial neural networks
- data analysis
- information retrieval
- feature extraction
- reinforcement learning
- risk aversion
- classifier ensemble
- partial least squares
- radial basis function
- feature space
- co occurrence
- generalization ability
- neural network model