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Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange

Dematos, Giovani (contributor) - In: Financial engineering and the Japanese markets 3 (1996) 1, pp. 59-75

Persistent link: https://www.econbiz.de/10001204473

Nonlinear prediction of conditional percentiles for value-at-risk

Chang, Isaac J. - In: Glucksman fellowship program student research reports. 1999

Persistent link: https://www.econbiz.de/10001467190

Wechselkursprognose : Fehlerkorrekturmodelle im Vergleich mit neuronalen Netzen

Steurer, Elmar - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 85-120). 1996

Persistent link: https://www.econbiz.de/10001318070

Ökonometrische Methoden und maschinelle Lernverfahren zur Wechselkursprognose : theoretische Analyse und empirischer Vergleich ; mit 124 Tabellen

Steurer, Elmar - 1997

Persistent link: https://www.econbiz.de/10000621229

Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques

Venkataraman, Subu - In: Economic perspectives 21 (1997) 2, pp. 2-13

Persistent link: https://www.econbiz.de/10001218351

The Hill estimator in financial risk assessment and an application to extremal exchange rate risk

Wagner, Niklas F. - In: Financial risk and financial risk management, (pp. 173-187). 2002

Persistent link: https://www.econbiz.de/10001755640

Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14

This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models, including smooth transition regression models,...

Persistent link: https://www.econbiz.de/10011443686

An adaptive neuro-fuzzy inference system based approach to real estate property assessment

Guan, Jian; Zurada, Jozef; Levitan, Alan S. - In: The journal of real estate research 30 (2008) 4, pp. 395-421

Persistent link: https://www.econbiz.de/10003789780

Feature extraction with hybrid neural networks

Wegmann, Georg - 2000

optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As … options written on the S&P 500 stock index. While option pricing theory typically requires a highly complex statistical model …

Persistent link: https://www.econbiz.de/10010504308

When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning

Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei - 2019

Persistent link: https://www.econbiz.de/10012196854

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