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

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Short-term forecasting ability of hybrid models for BRIC currencies

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Forecasting exchange rates using feedforward and recurrent neural networks

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Neuronale Netzwerke für Finanzdienstleister : aufgezeigt am Beispiel von Wechselkursprognosen

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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...