Exchange rate forecasting using a combined parametric and nonparametric self-organising modelling approach

Expert Systems with Applications

Volumn 36, Issue 10, 2009, Pages 12001-12011

  Anastasakis, Leonidas ^a   Mort, Neil ^b  

^a LOUGHBOROUGH UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

Exchange rates; Forecasting; GMDH; Neural networks with active neurons

Indexed keywords

ACCURATE PREDICTION; ACTIVE NEURONS; COMBINED METHOD; DATA DRIVEN MODELLING; EXCHANGE RATE FORECASTING; EXCHANGE RATES; FINANCIAL IMPLICATIONS; FINANCIAL MARKET; FINANCIAL PREDICTION; GMDH; MODELLING METHOD; NON-PARAMETRIC; SELF-ORGANISING; TWO EXCHANGE RATES;

FORECASTING; NEURONS;

NEURAL NETWORKS;

EID: 69249231010     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2009.03.057     Document Type: Article

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