Bissoondeeal, Rakesh K.; Binner, Jane M.; Bhuruth, Muddun; … - In: Global Business and Economics Review 10 (2008) 4, pp. 414-429
In this paper, the exchange rate forecasting performance of neural network models are evaluated against the random walk, autoregressive moving average and generalised autoregressive conditional heteroskedasticity models. There are no guidelines available that can be used to choose the parameters...