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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

Using macro-financial variables to forecast recessions : (an analysis of Canada, 1957 - 2002)

Kiani, Khurshid M.; Kastens, Terry L. - In: Applied econometrics and international development 6 (2006) 3, pp. 97-106

Persistent link: https://www.econbiz.de/10003932962

Forecast performance of neural networks and business cycle asymmetries

Kiani, Khurshid M.; Bidarkota, Prasad V.; Kastens, Terry L. - In: Applied financial economics letters 1 (2005) 4, pp. 205-210

Persistent link: https://www.econbiz.de/10003016823

Using Macro-Financial Variables to Forecast Recessions : An Analysis of Canada, 1957-2002

Kiani, Khurshid M. - 2008

We employ artificial neural networks using macro-financial variables to predict recessions. We model the relationship between indicator variables and recessions 1 to 10 periods into the future and employ a procedure that penalizes a misclassified recession more than a misclassified...

Persistent link: https://www.econbiz.de/10012770601