Forecasting Exchange Rate Change between USD and JPY Using Dynamic Adaptive Neuron-Fuzzy Logic System

Foreign exchange rate is a chaotic time series which is consistent with the Mackey-Glass equation. Fuzzy logic is an intelligent computational technique and has good potential in forecasting time-series data. This study uses fuzzy logic to study data of exchange rates and build a dynamic adaptive neuron-fuzzy logic forecasting model. The performance of the model built is compared with an autoregressive model by using the same data set

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Year of publication:	2010
Authors:	Liu, Weiping
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Wechselkurs \| Exchange rate \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory

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Extent:	1 Online-Ressource (12 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Asia Pacific Journal of Finance and Banking Research, Vol. 2, No. 2, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 4, 2008 erstellt
Classification:	F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013149060