Exchange rate forecasting with optimum singular spectrum analysis.
Mansi GhodsiMasoud YarmohammadiPublished in: J. Syst. Sci. Complex. (2014)
Keyphrases
- exchange rate
- singular spectrum analysis
- complex valued
- change point detection
- support vector regression
- foreign exchange
- financial time series
- data preprocessing
- stock price
- long run
- non stationary
- artificial neural networks
- real valued
- regression model
- currency exchange
- data mining
- neural network
- back propagation
- linear equations
- knowledge discovery
- feature vectors
- support vector