Forecasting exchange rates with neural networks : time variation, nonstationarity, and causal models
Year of publication: |
2023
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Authors: | Reikard, Gordon |
Published in: |
International economic journal. - Seoul : [Verlag nicht ermittelbar], ISSN 1743-517X, ZDB-ID 2059583-9. - Vol. 37.2023, 2, p. 202-219
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Subject: | Exchange rates | econometric models | forecasting | moving windows | artificial intelligence | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Schätzung | Estimation | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis |
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