Login / Signup

Selection of the Appropriate Lag Structure of Foreign Exchange Rates Forecasting Based on Autocorrelation Coefficient.

Wei HuangShouyang WangHui ZhangRenbin Xiao
Published in: ISNN (2) (2006)
Keyphrases
  • exchange rate
  • foreign exchange
  • financial time series
  • higher order
  • stock price
  • short run
  • neural network
  • long run
  • machine learning
  • reinforcement learning
  • probabilistic model
  • financial markets
  • currency exchange