Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures
Year of publication: |
2008
|
---|---|
Authors: | Kiani, Khurshid ; Kastens, Terry |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 32.2008, 4, p. 383-406
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Exchange rate forecasts | Feed forward neural networks | Recurrent neural network | In-sample forecasts | Out-of-sample forecasts | ARMA | State space |
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