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Neural networks performance in exchange rate prediction
6 references·16 citing·50 second hop
Neural networks performance in exchange rate prediction (2015)Neural networks performance in exchange r…Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Neural network techniques for financial performance prediction: integrating fundamental and technical analysis (2003)Neural network techniques for…Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)Linear, non-linear and essent…Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997)Forecasting economic time ser…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …Deep learning-based exchange rate prediction during the COVID-19 pandemic (2021)Deep learning-based exchange …Using Deep Learning for price prediction by exploiting stationary limit order book features (2020)Using Deep Learning for price…Foreign exchange currency rate prediction using a GRU-LSTM hybrid network (2020)Foreign exchange currency rat…Financial market prediction under deep learning framework using auto encoder and kernel extreme learning machine (2020)Financial market prediction u…A new ensemble deep learning approach for exchange rates forecasting and trading (2020)A new ensemble deep learning …Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination (2019)Using Artificial Neural Netwo…Mixture of Activation Functions With Extended Min-Max Normalization for Forex Market Prediction (2019)Mixture of Activation Functio…Emergency rescue capability evaluation on urban fire stations in China (2019)Emergency rescue capability e…Performance analysis of a higher order neural network with an improved shuffled frog leaping algorithm for currency exchange rate prediction (2018)Performance analysis of a hig…Hybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis (2018)Hybrid Variational Mode Decom…Forecasting energy fluctuation model by wavelet decomposition and stochastic recurrent wavelet neural network (2018)Forecasting energy fluctuatio…Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods (2018)Benchmark dataset for mid‐pri…AdaBoost-LSTM Ensemble Learning for Financial Time Series Forecasting (2018)AdaBoost-LSTM Ensemble Learni…Tensor representation in high-frequency financial data for price change prediction (2017)Tensor representation in high…Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms (2017)Financial time series predict…Deep networks for predicting direction of change in foreign exchange rates (2017)Deep networks for predicting …Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Mutual Fund Performance (1966)Modern Portfolio Theory and Investment Analysis. 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this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2011Using artificial neural network models in stock market index prediction787 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 2003Neural network techniques for financial performance prediction: integrating fundamental and technical analysis380 cited
  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules305 cited
  • 1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models258 cited

Cited by

  • 2018Hybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis156 cited
  • 2020Foreign exchange currency rate prediction using a GRU-LSTM hybrid network147 cited
  • 2021Deep learning-based exchange rate prediction during the COVID-19 pandemic134 cited
  • 2017Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms131 cited
  • 2018Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods117 cited
  • 2019Mixture of Activation Functions With Extended Min-Max Normalization for Forex Market Prediction108 cited
  • 2020Using Deep Learning for price prediction by exploiting stationary limit order book features

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104 cited
  • 2020A new ensemble deep learning approach for exchange rates forecasting and trading102 cited
  • 2017Deep networks for predicting direction of change in foreign exchange rates102 cited
  • 2020Financial market prediction under deep learning framework using auto encoder and kernel extreme learning machine90 cited
  • 2018Forecasting energy fluctuation model by wavelet decomposition and stochastic recurrent wavelet neural network78 cited
  • 2018AdaBoost-LSTM Ensemble Learning for Financial Time Series Forecasting62 cited
  • 2017Tensor representation in high-frequency financial data for price change prediction59 cited
  • 2019Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination58 cited
  • 2019Emergency rescue capability evaluation on urban fire stations in China57 cited
  • 2018Performance analysis of a higher order neural network with an improved shuffled frog leaping algorithm for currency exchange rate prediction57 cited