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Volumn 20, Issue 3, 2002, Pages 191-210

Exchange-Rates Forecasting: A Hybrid Algorithm Based on Genetically Optimized Adaptive Neural Networks

Author keywords

exchange rates; filtering; forecasting; genetic algorithms; neural networks

Indexed keywords


EID: 84867932186     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1020989601082     Document Type: Article
Times cited : (41)

References (17)
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    • Kuan, C.M.1    Liu, T.2
  • 11
    • 0002610624 scopus 로고    scopus 로고
    • A note on the performance of foreign exchange forecasters in a portfolio framework
    • Marsh, I. W. and Power, D. M. (1996). A note on the performance of foreign exchange forecasters in a portfolio framework, Journal of Banking Finance, 20, 605-613.
    • (1996) Journal of Banking Finance , vol.20 , pp. 605-613
    • Marsh, I.W.1    Power, D.M.2
  • 14
    • 0442290786 scopus 로고
    • Managing exchange-rate predictions strategies with neural networks
    • In A. P. Refenes (ed.), Wiley & Sons
    • Refenes, A. P. and Zaidi, A. (1995). Managing exchange-rate predictions strategies with neural networks. In A. P. Refenes (ed.), Neural Networks in the Capital Markets, Wiley & Sons.
    • (1995) Neural Networks in the Capital Markets
    • Refenes, A.P.1    Zaidi, A.2
  • 15
    • 0026923239 scopus 로고
    • Optimal filtering algorithms for fast learning in feed forward neural networks
    • Shah, S., Palmieri, F. and Datum, M. (1992), Optimal filtering algorithms for fast learning in feed forward neural networks, Neural Networks, 5, 779-787.
    • (1992) Neural Networks , vol.5 , pp. 779-787
    • Shah, S.1    Palmieri, F.2    Datum, M.3
  • 16
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    • Connectionist projection pursuit regression
    • Verkooijen, W. and Daniels, H. (1994), Connectionist projection pursuit regression, Computational Economics, 7, 155-161.
    • (1994) Computational Economics , vol.7 , pp. 155-161
    • Verkooijen, W.1    Daniels, H.2
  • 17
    • 0041190923 scopus 로고    scopus 로고
    • A neural network approach to long-run exchange rate prediction
    • Verkooijen, W. (1996). A neural network approach to long-run exchange rate prediction, Computational Economics, 9, 51-65.
    • (1996) Computational Economics , vol.9 , pp. 51-65
    • Verkooijen, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.