New robust forecasting models for exchange rates prediction

Expert Systems with Applications

Volumn 39, Issue 16, 2012, Pages 12658-12670

  Majhi, Babita ^a,b   Rout, Minakhi ^c   Majhi, Ritanjali ^d   Panda, Ganapati ^e   Fleming, Peter J ^a  

^a UNIVERSITY OF SHEFFIELD   (United Kingdom)

^b GURU GHASIDAS UNIVERSITY   (India)

^c SIKSHA O ANUSANDHAN DEEMED TO BE UNIVERSITY   (India)

^d NATIONAL INSTITUTE OF TECHNOLOGY   (India)

^e INDIAN INSTITUTE OF TECHNOLOGY BHUBANESWAR   (India)

Author keywords

Exchange rate prediction; Robust prediction models; Wilcoxon artificial neural network (WANN); Wilcoxon functional link artificial neural network (WFLANN); Wilcoxon norm

Indexed keywords

FINANCE; NEURAL NETWORKS; SAMPLING; STATISTICS;

EXCHANGE RATES; FUNCTIONAL LINK ARTIFICIAL NEURAL NETWORKS; ROBUST PREDICTIONS; WILCOXON ARTIFICIAL NEURAL NETWORK (WANN); WILCOXON NORMS;

FORECASTING;

EID: 84864437170     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.05.017     Document Type: Article

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