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Can out-of-sample performance of artificial neural network in exchange rate forecasting be improved?

Panda, Chadradhara; Narasimhan, Velamur Krishnamachari - In: Praj̄nȧn : journal of social and management sciences 37 (2008/09) 3, pp. 169-204

Persistent link: https://www.econbiz.de/10003801279

Forecasting electricity price in international electricity market using neural networks

Tiwari, Ashok Kumar; Pandey, Atul - In: Marketing in the new global order : challenges and …, (pp. 22-34). 2007

Persistent link: https://www.econbiz.de/10003736269

Comparison of the effectiveness of option price forecasting : black-scholes vs. simple and hybrid neural networks

Blynski, Lev; Faseruk, Alex - In: Journal of financial management and analysis : … 19 (2006) 2, pp. 46-58

Persistent link: https://www.econbiz.de/10003528659

Are emerging market currency crises predictable? : A test

Peltonen, Tuomas A. (contributor) - 2006

This paper analyzes the predictability of emerging market currency crises by comparing the often used probit model to a new method, namely a multi-layer perceptron artificial neural network (ANN) model. According to the results, both models were able to signal currency crises reasonably well...

Persistent link: https://www.econbiz.de/10003250256