Forecasting gold price changes: Rolling and recursive neural network models

Author:

Parisi Antonino,Parisi Franco,Díaz David

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations;Chen;Journal of Forecasting,2005

2. Predicting US recessions: financial variables as leading indicators;Estrella;The Review of Economics and Statistics,1998

3. Hellström, T., Hollström, K., 1998. Predicting the Stock Market. Research and Reports Opuscula ISRN HEV-BIB-OP-26SE Mälardalen University, Västeras Sweden.

4. Neural networks in economics: background, applications and new developments;Herbrich,2000

5. The impact of index futures markets on Australian share market volatility;Hodgson;Journal of Business Finance and Accounting,1991

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