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OUT-OF-SAMPLE FORECASTING PERFORMANCE OF A ROBUST NEURAL EXCHANGE RATE MODEL OF RON/USD
SAMAN, Corina - In: Journal for Economic Forecasting (2015) 1, pp. 93-106
This paper aims to explore the forecasting accuracy of RON/USD exchange rate structural models with monetary fundamentals. I used robust regression approach for constructing robust neural models less sensitive to contamination with outliers and I studied its predictability on 1 to 6-month...
Persistent link: https://www.econbiz.de/10011265554
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Neuro-Adaptive Model for Financial Forecasting
Nastac, Iulian; Dobrescu, Emilian; Pelinescu, Elena - In: Journal for Economic Forecasting 4 (2007) 3, pp. 19-41
forecast the exchange rate of euro versus the Romanian currency using a large set of financial data. The possible influence of …
Persistent link: https://www.econbiz.de/10005272628
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An Adaptive Retraining Method for the Exchange Rate Forecasting
Dobrescu, Emilian; Nastac, Iulian; Pelinescu, Elena - In: Journal for Economic Forecasting 3 (2006) 1, pp. 5-23
The paper advances an original artificial intelligence-based mechanism for specific economic predictions. The time series under discussion are non-stationary; therefore the distribution of the time series changes over time. The algorithm establishes how a viable structure of an artificial neural...
Persistent link: https://www.econbiz.de/10005272655
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MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING
Nwaobi, Godwin - Volkswirtschaftliche Fakultät, … - 2008
Indeed, the specification of equilibrium in the world economy depends on the exchange rate regime and thus, the early … foreign exchange markets. However, the world has known several exchange rate systems beginning with the fixed-gold standard … exchange was deregulated, independent traders finally had access to the biggest trading market of the world; and these forex …
Persistent link: https://www.econbiz.de/10005619306
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The extreme value in crude oil and US dollar markets
Chen, Wei-Peng; Choudhry, Taufiq; Wu, Chih-Chiang - In: Journal of International Money and Finance 36 (2013) C, pp. 191-210
This study constructs a flexible range-based volatility model by considering extreme-value information to explore the volatility and dependence structures between the oil price and the US dollar exchange rate. An asset-allocation strategy is implemented to evaluate the economic value and confirm...
Persistent link: https://www.econbiz.de/10011048522
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PREDICCIÓN NO-LINEAL DE TIPOS DE CAMBIO: ALGORITMOS GENÉTICOS, REDES NEURONALES Y FUSIÓN DE DATOS
Álvarez-Díaz, Marcos; Álvarez, Alberto - Departamento de Economía Aplicada, Facultade de … - 2003
specific case of the Yen/$ and British Pound/$ exchange rates. We also employ a novel perspective, called Data Fusion, based on …
Persistent link: https://www.econbiz.de/10011274439
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PREDICCIÓN NO-LINEAL DE TIPOS DE CAMBIO: ALGORITMOS GENÉTICOS, REDES NEURONALES Y FUSIÓN DE DATOS
Álvarez-Díaz, Marcos; Álvarez, Alberto - Departamento de Economía Aplicada, Facultade de … - 2002
specific case of the Yen/$ and British Pound/$ exchange rates. We also employ a novel perspective, called Data Fusion, based on …
Persistent link: https://www.econbiz.de/10011274463
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CHOOSING VARIABLES WITH A GENETIC ALGORITHM FOR ECONOMETRIC MODELS BASED ON NEURAL NETWORKS LEARNING AND ADAPTATION
Daniel Ramirez A.; Juan M. Gómez G. - Society for Computational Economics - SCE - 2004
The mixture of two already known soft computing technics, like Genetic Algorithms and Neural Networks (NN) in Financial modeling, takes a new approach in the search for the best variables involving an Econometric model using a Neural Network. This new approach helps to recognice the importance...
Persistent link: https://www.econbiz.de/10005345249
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Rating Forecasts for Television Programs
Meyer, Denny; Hyndman, Rob J. - Department of Econometrics and Business Statistics, … - 2005
This paper investigates the effect of aggregation and non-linearity in relation to television rating forecasts. Several linear models for aggregated and disaggregated television viewing have appeared in the literature. The current analysis extends this work using an empirical approach. We...
Persistent link: https://www.econbiz.de/10005149111
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A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts
Patuelli, Roberto; Longhi, Simonetta; Reggiani, Aura; … - In: The Review of Regional Studies 37 (2007) 1, pp. 64-81
Using a panel of 439 German regions, we evaluate and compare the performance of various Neural Network (NN) models as forecasting tools for regional employment growth. Because of relevant differences in data availability between the former East and West Germany, the NN models are computed...
Persistent link: https://www.econbiz.de/10010547790