Olmeda, Ignacio; Bonilla, María; Marco, Paulina - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2002
In this work, we propose the use of Artificial Neural Networks (ANNs), with theobjective of predicting the volatility … of peseta exchange rate. Firstly, we perform anexhaustive analysis of the forecasting ability of ANNs by comparing them …