Narrow search
Showing 1 - 10 of 118
Cover Image
Testing forecast accuracy of foreign exchange rates : predictions from feed forward and various recurrent neural network architectures
Kiani, Khurshid M.; Kastens, Terry L. - In: Computational economics 32 (2008) 4, pp. 383-406
Persistent link: https://www.econbiz.de/10003811614
Cover Image
Hybrid method of multiple kernel learning and genetic algorithm for forecasting short-term foreign exchange rates
Deng, Shangkun; Yoshiyama, Kazuki; Mitsubuchi, Takashi; … - In: Computational economics 45 (2015) 1, pp. 49-89
Persistent link: https://www.econbiz.de/10010511339
Cover Image
A genetic programming approach for EUR/USD exchange rate forecasting and trading
Vasilakis, Georgios A.; Theofilatos, Konstantinos; … - In: Computational economics 42 (2013) 4, pp. 415-431
Persistent link: https://www.econbiz.de/10010249879
Cover Image
A behavioral macroeconomic model of exchange rate fluctuations with complex market expectations formation
Flaschel, Peter; Hartmann, Florian; Malikane, Christopher; … - In: Computational economics 45 (2015) 4, pp. 669-691
Persistent link: https://www.econbiz.de/10011440986
Cover Image
Timescale analysis with an entropy-based shift-invariant discrete wavelet transform
Bekiros, Stelios D. - In: Computational economics 44 (2014) 2, pp. 231-251
Persistent link: https://www.econbiz.de/10010438005
Cover Image
Bidirectional risk spillovers between exchange rate of emerging market countries and international crude oil price-based on time-varing Copula-CoVaR
Wang, Liang; Xu, Tingjia - In: Computational economics 59 (2022) 1, pp. 383-414
Persistent link: https://www.econbiz.de/10013169014
Cover Image
Analysis of early warning of RMB exchange rate fluctuation and value at risk measurement based on deep learning
Lu, Chunyi; Teng, Zhuoqi; Gao, Yu; Wu, Renhong; … - In: Computational economics 59 (2022) 4, pp. 1501-1524
Persistent link: https://www.econbiz.de/10013261898
Cover Image
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang - In: Computational economics 58 (2021) 4, pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Cover Image
Multiple kernel learning with Fisher kernels for high frequency currency prediction
Fletcher, Tristan; Shawe-Taylor, John - In: Computational economics 42 (2013) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10009775711
Cover Image
Velocity volatility assessment of monetary shocks on cash-in-advance economies
Cao-Alvira, José J. - In: Computational economics 40 (2012) 3, pp. 293-311
Persistent link: https://www.econbiz.de/10010219506