Composing High Event Impact Resistible Model by Interactive Artificial Bee Colony for the Foreign Exchange Rate Forecasting

Author:

Tsai Pei-Wei,Yang Li-Hui,Zhang Jing,Zhang Yong-Hui,Chang Jui-Fang,Istanda Vaci

Publisher

Springer International Publishing

Reference7 articles.

1. Tsai, P.-W., Pan, J.-S., Liao, B.-Y., Chu, S.-C.: Enhanced artificial bee colony optimization. Int. J. Innovative Comput. Inf. Control 5(12), 5081–5092 (2009)

2. Lewis, C.D.: Industrial and Business Forecasting Methods: A practical Guide to Exponential Smoothing and Curve Fitting. Butterworth Scientific, London (1982)

3. Engle, R.: Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50(4), 987–1007 (1982)

4. Bollerslev, T.: Generalized autoregressive conditional heteroscedasticity. J. Econometrics 31(3), 307–327 (1986)

5. Nelson, D.B.: Conditional heteroscedasticity in asset returns: a new approach. Econometrica 59(5), 347–370 (1991)

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