Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization

European Journal of Operational Research

Volumn 225, Issue 3, 2013, Pages 528-540

  Sermpinis, Georgios ^a   Theofilatos, Konstantinos ^b   Karathanasopoulos, Andreas ^c   Georgopoulos, Efstratios F ^d   Dunis, Christian ^e  

^a UNIVERSITY OF GLASGOW   (United Kingdom)

^b UNIVERSITY OF PATRAS   (Greece)

^c LONDON METROPOLITAN UNIVERSITY   (United Kingdom)

^d TECHNOLOGICAL EDUCATIONAL INSTITUTE OF KALAMATA   (Greece)

^e LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

Author keywords

Adaptive Radial Basis Function; Forecasting; Partial Swarm Optimization; Quantitative trading strategies

Indexed keywords

ADAPTIVE NEURAL NETWORKS; AUTOREGRESSIVE MOVING AVERAGE MODEL; EXCHANGE RATES; FINANCIAL FORECASTING; FITNESS FUNCTIONS; FORECAST SIMULATION; FOREIGN EXCHANGE RATES; HYBRID NEURAL NETWORKS; MOVING AVERAGES; NEAREST NEIGHBORS; NEURAL NETWORKS ARCHITECTURE; RADIAL BASIS FUNCTIONS; STATISTICAL ACCURACY; STATISTICAL PERFORMANCE; SWARM OPTIMIZATION; TIME VARYING; TRADING EFFICIENCY; TRADING STRATEGIES; VOLATILITY FORECASTS;

COMMERCE; COMPUTER SIMULATION; FINANCE; NETWORK ARCHITECTURE; NEURAL NETWORKS; PARTICLE SWARM OPTIMIZATION (PSO); RADIAL BASIS FUNCTION NETWORKS;

FORECASTING;

EID: 84870237750     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2012.10.020     Document Type: Article

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