A review and empirical analysis of neural networks based exchange rate prediction.
Trilok Nath PandeyAlok Kumar JagadevSatchidananda DehuriSung-Bae ChoPublished in: Intell. Decis. Technol. (2018)
Keyphrases
- empirical analysis
- exchange rate
- neural network
- financial time series
- empirical studies
- theoretical analysis
- foreign exchange
- prediction accuracy
- stock price
- pattern recognition
- artificial neural networks to predict
- prediction model
- risk aversion
- neural network ensemble
- neural networks and support vector machines
- currency exchange
- artificial neural networks
- long run
- credit risk
- stock market
- listed companies
- financial markets
- multi layer perceptron
- knowledge discovery
- short term prediction
- knowledge base
- genetic algorithm