A self-organising mixture autoregressive network for FX time series modelling and prediction

Neurocomputing

Volumn 72, Issue 16-18, 2009, Pages 3529-3537

  Ni, He ^a,b   Yin, Hujun ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b ZHEJIANG GONGSHANG UNIVERSITY   (China)

Author keywords

Autoregressive models; FX rates; Self organising networks; Time series

Indexed keywords

ADAPTIVE AUTOREGRESSIVE; AUTO-REGRESSIVE; AUTOCORRELATION COEFFICIENT; AUTOREGRESSIVE MODELS; FOREIGN EXCHANGE; FX RATES; INPUT SAMPLE; LOCAL MODEL; LOCAL TIME; MEAN-SQUARE ERRORS; MODELLING TECHNIQUES; NONLINEAR TIME SERIES; NONSTATIONARY; PERFORMANCE MEASURE; SELF-ORGANISING; SELF-ORGANISING NETWORKS; SIMILARITY MEASURE; SIMPLE RANDOM WALK;

ECONOMICS; MIXTURES; SPREADSHEETS;

TIME SERIES;

ANALYTICAL ERROR; ARTICLE; ARTIFICIAL NEURAL NETWORK; CONTROLLED STUDY; INTERMETHOD COMPARISON; MARKETING; MATHEMATICAL MODEL; PREDICTION; PRIORITY JOURNAL; PROFIT; QUALITY CONTROL; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

EID: 69249208756     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2009.03.019     Document Type: Article

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