Predictions models of Taiwan dollar to US dollar and RMB exchange rate based on modified PSO and GRNN.
Keming WangMengchih ChangWencheng WangGang WangWentsao PanPublished in: Clust. Comput. (2019)
Keyphrases
- exchange rate
- stock price
- financial time series
- foreign exchange
- long run
- currency exchange
- particle swarm optimization
- particle swarm optimization algorithm
- risk aversion
- evolutionary algorithm
- particle swarm optimization pso
- probabilistic model
- pso algorithm
- particle swarm optimizer
- back propagation neural network
- shuffled frog leaping algorithm