Regression neural network for error correction in foreign exchange forecasting and trading

Author:

Chen An-Sing,Leung Mark T.

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modelling and Simulation,General Computer Science

Reference29 articles.

1. Efficiency in foreign exchange markets;Canarella;Journal of International Money and Finance,1987

2. Exchange rate, innovation and forecasting;Wolff;International Money and Finance,1988

3. Forecasting exchange rate for the Australian dollar visa vis the US dollar using multivariate time series models;Hoque;Applied Economics,1993

4. The performance of alternative VAR models in forecasting exchange rates;Liu;International Journal of Forecasting,1994

5. Structural, VAR and BVAR models of exchange rate determinate;Sarantis;Journal of Forecasting,1995

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