Modelling and trading the EUR/USD exchange rate at the ECB fixing

European Journal of Finance

Volumn 16, Issue 6, 2010, Pages 541-560

  Dunis, Christian L ^a   Laws, Jason ^a   Sermpinis, Georgios ^a  

^a LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

Author keywords

Confirmation filters; Higher order neural networks; Leverage; Multi layer perception networks; Psi Sigma networks; Quantitative trading strategies; Recurrent neural networks

Indexed keywords

EID: 77955159878     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470903037771     Document Type: Article

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