Forecasting daily foreign exchange rates using genetically optimized neural networks

Journal of Forecasting

Volumn 21, Issue 7, 2002, Pages 501-511

  Nag, Ashok K ^a   Mitra, Amit ^a  

^a RESERVE BANK OF INDIA   (India)

Author keywords

Artificial intelligence; Autoregressive conditional heteroscedasticity; Backpropagation; Feedforward network; Foreign exchange rate; Genetic algorithm; Neural network; Random walk; Recurrent network

Indexed keywords

ARTIFICIAL INTELLIGENCE; BACKPROPAGATION; FEEDFORWARD NEURAL NETWORKS; GENETIC ALGORITHMS; GEOMETRY; NONLINEAR SYSTEMS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

FOREIGN EXCHANGE RATES;

TECHNOLOGICAL FORECASTING;

EID: 0036855813     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.838     Document Type: Article

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