Stokes, Adam; Abou-Zaid, Ahmed S. - In: International Journal of Monetary Economics and Finance 5 (2012) 4, pp. 370-394
This study investigates the use of two different types of the Artificial Neural Networks (ANNs), Feed-Forward (FF) Neural Network and Nonlinear Autoregressive with Exogenous Input (NARX) neural network, in forecasting the exchange rate of the US dollar against the three major currencies: the...