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Does artificial neural network forecast better for excessively volatile currency pairs?

Inani, Sarveshwar Kumar; Tripathi, Manas; Kumar, Saurabh - In: The journal of prediction markets 10 (2016) 2, pp. 47-61

Persistent link: https://www.econbiz.de/10011904939

Volatility analysis of Bitcoin price time series

Pichl, Lukáš; Kaizoji, Taisei - In: Quantitative finance and economics 1 (2017) 4, pp. 474-485

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Short-term forecasting ability of hybrid models for BRIC currencies

Sreeram, Latha; Sayed, Samie Ahmed - In: Global business review 25 (2024) 3, pp. 585-605

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Forecasting exchange rates using feedforward and recurrent neural networks

Kuan, Chung-ming; Liu, Tung - 1994 - 2. rev

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Support vector regression based GARCH model with application to forecasting volatility of financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

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...