Prediction of exchange rates with machine learning-Reference-Cited by-同舟云学术

Prediction of exchange rates with machine learning

Published:2019 Issue: Volume: Page:
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Container-title:Proceedings of the International Conference on Artificial Intelligence, Information Processing and Cloud Computing - AIIPCC '19
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Author:

Goncu Ahmet¹

Affiliation:

1. Xi'an Jiaotong Liverpool University, Suzhou, China and Shanghai Jiaotong University, Shanghai, China

Publisher

ACM Press

Reference13 articles.

1. R A Meese and K Rogoff (1983). Empirical exchange rate models of the seventies: Do they fit out of sample? Journal of International Economics, 14, 3--24.

2. A S Weigend, D E Rumelhart and B A Huberman (1991). Generalization by weight elimination with application to forecasting. Advances in Neural Information Processing Systems, 3, 875--882.

3. A S Weigend, B A Huberman and D E Rumelhart (1992). Predicting sunspots and exchange rates with connectionist networks. Nonlinear Modelling Forecasting, 395--432.

4. F Shen, J Chao and J Zhao (2018). Forecasting exchange rate using deep belief networks and conjugate gradient method. Neurocomputing, 243--253.

5. B Qian and K Rasheed (2010). Foreign exchange market prediction with multiple classifiers. Journal of Forecasting, 29, 271--284.

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