The study investigated the effectiveness of technical analysis indicators in trading spot exchange rates of emerging economies' currencies under integration with artificial neural networks (ANN) and the quantitative testing of these indicators' success in this matter with the goal of...

In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...