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Volumn 7, Issue 12, 2011, Pages 6837-6847

Particle swarm optimization based on back propagation network forecasting exchange rates

Author keywords

Back propagation network; Exchange rate forecasting; Particle swarm optimization

Indexed keywords

BACKPROPAGATION NETWORK; EXCHANGE RATE FORECASTING; EXCHANGE RATES; FORECASTING MODELS; INPUT LAYERS; PERFORMANCE FORECASTING;

EID: 80455141551     PISSN: 13494198     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (12)

References (13)
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    • A. A. P. Santos, N. C. A. da Costa Jr. and L. dos S. Coelho, Computational intelligence approaches and linear models in case studies of forecasting exchanges, Expert Systems with Applications, vol.33, no.4, pp.816-823, 2007.
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    • Santos, A.A.P.1    da Costa Jr., N.C.A.2    dos Coelho, L.S.3
  • 3
    • 77953905281 scopus 로고    scopus 로고
    • Improved particle swarm optimization algorithm based on double mutation
    • C. Wang, P. Sui and W. Liu, Improved particle swarm optimization algorithm based on double mutation, ICIC Express Letters, vol.3, no.4(B), pp.1417-1422, 2009.
    • (2009) ICIC Express Letters , vol.3 , Issue.4 B , pp. 1417-1422
    • Wang, C.1    Sui, P.2    Liu, W.3
  • 4
    • 74349131464 scopus 로고    scopus 로고
    • A performance comparison between genetic algorithms and particle swarm optimization applied in constructing equity portfolios
    • J.-F. Chang, A performance comparison between genetic algorithms and particle swarm optimization applied in constructing equity portfolios, International Journal of Innovative Computing, Informa-tion and Control, vol.5, no.12(B), pp.5069-5080, 2009.
    • (2009) International Journal of Innovative Computing, Informa-tion and Control , vol.5 , Issue.12 B , pp. 5069-5080
    • Chang, J.-F.1
  • 9
    • 77953893210 scopus 로고    scopus 로고
    • Efficient ooding method using discrete particle swarm optimization for long-term operation of sensor networks
    • J. Nagashima, A. Utani and H. Yamamoto, Efficient ooding method using discrete particle swarm optimization for long-term operation of sensor networks, ICIC Express Letters, vol.3, no.3(B), pp.833-840, 2009.
    • (2009) ICIC Express Letters , vol.3 , Issue.3 B , pp. 833-840
    • Nagashima, J.1    Utani, A.2    Yamamoto, H.3
  • 10
    • 0034045699 scopus 로고    scopus 로고
    • Forecasting exchange rates using general regression neural networks
    • M. T. Leung, A. S. Chen and H. Daouk, Forecasting exchange rates using general regression neural networks, Computers and Operations Research, pp.1093-1110, 2000.
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    • Leung, M.T.1    Chen, A.S.2    Daouk, H.3
  • 11
    • 33646192852 scopus 로고    scopus 로고
    • Application of particle swarm optimisation in artificial neural network for the prediction of tool life
    • U. Natarajan, R. Saravanan and V. M. Periasamy, Application of particle swarm optimisation in artificial neural network for the prediction of tool life, Int. J. Adv. Manuf. Technol., pp.1084-1088, 2006.
    • (2006) Int. J. Adv. Manuf. Technol , pp. 1084-1088
    • Natarajan, U.1    Saravanan, R.2    Periasamy, V.M.3
  • 12
    • 11344286990 scopus 로고    scopus 로고
    • Predicting exchange rate volatility: Genetic programming versus GARCH and RiskMetrics(TM)
    • C. J. Nelly and P. A. Weller, Predicting exchange rate volatility: Genetic programming versus GARCH and RiskMetrics(TM), The Federal Reserve Bank of St. Louis, vol.84, no.3, pp.43-54, 2002.
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    • Nelly, C.J.1    Weller, P.A.2
  • 13
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    • Exchange rates forecasting: A neural VEC approach to non-linear time series analysis
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    • (1997) Journal of Time Series Analysis , pp. 447-461
    • Rauscher, F.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.