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Volumn 3, Issue 1, 2007, Pages 5-9

Forecasting exchange rates using an evolutionary neural network

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EID: 33845617173     PISSN: 17446546     EISSN: 17446554     Source Type: Journal    
DOI: 10.1080/17446540600749387     Document Type: Article
Times cited : (6)

References (12)
  • 1
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    • A neural network with evolutionary neurons
    • Álvarez, A. (2002) A neural network with evolutionary neurons, Neural Processing Letters, 16, 43-52.
    • (2002) Neural Processing Letters , vol.16 , pp. 43-52
    • Álvarez, A.1
  • 2
    • 0037985261 scopus 로고    scopus 로고
    • Forecasting exchange rates using genetic algorithms
    • Álvarez-Díaz, M. and Álvarez, A. (2003) Forecasting exchange rates using genetic algorithms, Applied Economics Letters, 10, 319-22.
    • (2003) Applied Economics Letters , vol.10 , pp. 319-322
    • Álvarez-Díaz, M.1    Álvarez, A.2
  • 4
    • 25844445331 scopus 로고    scopus 로고
    • Genetic multimodel composite forecast for non-linear forecasting of exchange rates
    • Álvarez-Díaz, M. and Álvarez, A. (2005b) Genetic multimodel composite forecast for non-linear forecasting of exchange rates, Empirical Economics, 30, 643-63.
    • (2005) Empirical Economics , vol.30 , pp. 643-663
    • Álvarez-Díaz, M.1    Álvarez, A.2
  • 5
    • 45149144372 scopus 로고
    • Nonlinear prediction of chaotic time series
    • Casdagli, M. (1989) Nonlinear prediction of chaotic time series, Physica D, 35, 335-56.
    • (1989) Physica D , vol.35 , pp. 335-356
    • Casdagli, M.1
  • 8
    • 0000605911 scopus 로고
    • Testing for nonlinear dependence in daily foreign exchange rates
    • Hsieh, D. A. (1989) Testing for nonlinear dependence in daily foreign exchange rates, Journal of Business, 62, 329-68.
    • (1989) Journal of Business , vol.62 , pp. 329-368
    • Hsieh, D.A.1
  • 9
    • 0037403617 scopus 로고    scopus 로고
    • 'Why is it so difficult to beat the random walk forecast of exchange rates?
    • Kilian, L. and Taylor, M. P. (2003) 'Why is it so difficult to beat the random walk forecast of exchange rates?, Journal of International Economics, 60, 85-107.
    • (2003) Journal of International Economics , vol.60 , pp. 85-107
    • Kilian, L.1    Taylor, M.P.2
  • 10
    • 84983857211 scopus 로고
    • Forecasting exchange rates using feedforward and recurrent neural network
    • Kuan, C. and Liu, T. (1995) Forecasting exchange rates using feedforward and recurrent neural network, Journal of Applied Econometrics, 10, 347-64.
    • (1995) Journal of Applied Econometrics , vol.10 , pp. 347-364
    • Kuan, C.1    Liu, T.2
  • 11
    • 0002999784 scopus 로고
    • Empirical regularities in the behaviour of exchange rates and theories of the foreign exchange market
    • (Eds) K. Bruner and A. H. Meltzer, North-Holland, Amsterdam
    • Mussa, M. (1979) Empirical regularities in the behaviour of exchange rates and theories of the foreign exchange market, in Policies for Employment, Prices and Exchange Rates (Eds) K. Bruner and A. H. Meltzer, North-Holland, Amsterdam.
    • (1979) Policies for Employment, Prices and Exchange Rates
    • Mussa, M.1
  • 12
    • 0033362601 scopus 로고    scopus 로고
    • Evolving artificial neural networks
    • Yao, X. (1999) Evolving artificial neural networks, Proceedings of the IEEE, 87, 1423-45.
    • (1999) Proceedings of the IEEE , vol.87 , pp. 1423-1445
    • Yao, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.