A Three-Step Deep Neural Network Methodology for Exchange Rate Forecasting.
Juan Carlos Figueroa GarcíaEduyn López-SantanaCarlos Alberto Franco-FrancoPublished in: ICIC (1) (2017)
Keyphrases
- exchange rate
- neural network
- foreign exchange
- financial time series
- stock price
- currency exchange
- long run
- artificial neural networks
- back propagation
- risk aversion
- genetic algorithm
- neural nets
- neural network model
- radial basis function
- bp neural network
- recurrent neural networks
- financial markets
- trading systems
- fault diagnosis
- long term
- monetary policy
- feature selection