Feedforward versus recurrent neural networks for forecasting monthly japanese yen exchange rates

Financial Engineering and the Japanese Markets

Volumn 3, Issue 1, 1996, Pages 59-75

  Dematos, Giovani ^a   Boyd, Milton S ^b   Kermanshahi, Bahman ^c   Kohzadi, Nowrouz ^d   Kaastra, Iebeling ^e  

^a ABN AMRO Bank   (Brazil)

^b UNIVERSITY OF MANITOBA   (Canada)

^c TOKYO METROPOLITAN UNIVERSITY   (Japan)

^d Export Development Bank of Iran   (Iran)

^e Canadian Wheat Board   (Canada)

Author keywords

ARIMA; feedforward neural networks; forecast; Japanese yen US dollar exchange rate; recurrent neural networks

Indexed keywords

EID: 2342545818     PISSN: 13802011     EISSN: 15736946     Source Type: Journal    
DOI: 10.1007/BF00868008     Document Type: Article

References (0)