Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data

Neurocomputing

Volumn 10, Issue 4, 1996, Pages 323-339

  Hann, Tae Horn ^a   Steurer, Elmar ^b  

^a UNIVERSITY OF KARLSRUHE   (Germany)

^b DAIMLER AG   (Germany)

Author keywords

Cointegration; Error correction model; Exchange rate prediction; Neural networks

Indexed keywords

COMPUTER SIMULATION; ECONOMICS; ERROR CORRECTION; FINANCIAL DATA PROCESSING;

COINTEGRATION; ERROR CORRELATION MODELS; EXCHANGE RATE PREDICTION;

NEURAL NETWORKS;

ARTICLE; ARTIFICIAL NEURAL NETWORK; PRIORITY JOURNAL;

EID: 0343337355     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/0925-2312(95)00137-9     Document Type: Article

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