Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage.
Georgios SermpinisChristian L. DunisJason LawsCharalampos StasinakisPublished in: Decis. Support Syst. (2012)
Keyphrases
- exchange rate
- foreign exchange
- neural network
- currency exchange
- financial time series
- short run
- financial markets
- stock price
- risk aversion
- artificial neural networks
- long run
- neural network model
- bp neural network
- stock exchange
- knowledge base
- radial basis function
- fault diagnosis
- back propagation
- long term
- feature selection