A combination of artificial neural network and random walk models for financial time series forecasting

Author:

Adhikari Ratnadip,Agrawal R. K.

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Software

Reference31 articles.

1. Sun Y (2005) Exchange rate forecasting with an artificial neural network model: can we beat a random walk model? Master of Commerce and Management (MCM) thesis, Lincoln University, New Zealand

2. Tyree AW, Long JA (1995) Forecasting currency exchange rates: neural networks and the random walk model. In: Proceedings of the third international conference on artificial intelligence applications, Wall Street, New York

3. Hussain AJ, Knowles A, Lisoba PJG, El-Deredy W (2008) Financial time series prediction using polynomial pipelined neural networks. J Expert Syst Appl 35:1186–1199

4. Sewell MV (2009) The application of intelligent systems to financial time series analysis. PhD thesis, Department of Computer Science, UCL, London

5. Sewell M (2011) Characterization of financial time series. Research Note RN/11/01, Dept of Computer Science, UCL, London

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