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Using Recurrent Neural Networks To Forecasting of Forex
5 references·0 citing·27 second hop
Using Recurrent Neural Networks To Forecasting of Forex (2003)Using Recurrent Neural Networks To Foreca…Economic forecasting : challenges and neural network solutions (2018)Economic forecasting : challe…FORECASTING PRICE INCREMENTS USING AN ARTIFICIAL NEURAL NETWORK (2001)FORECASTING PRICE INCREMENTS …Financial volatility trading using recurrent neural networks (2001)Financial volatility trading …An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…A case study on using neural networks to perform technical forecasting of forex (2000)A case study on using neural …The Combination of Forecasts (1983)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Combining forecasts: A review and annotated bibliography (1989)Nonstationarity and data preprocessing for neural network predictions of an economic time series (2000)Neural networks and business modelling-an application of neural modelling techniques to prospect profiling in the telecommunications industry (2002)Does money matter in inflation forecasting? (2010)Neural networks in financial engineering: a study in methodology (1997)Forecasting stock index increments using neural networks with trust region methods (2004)APPLICATION OF EMPIRICAL MODE DECOMPOSITION COMBINED WITH k-NEAREST NEIGHBORS APPROACH IN FINANCIAL TIME SERIES FORECASTING (2012)The Econometrics of Financial Markets (2012)Fractional frequency hybrid model based on EEMD for financial time series forecasting (2020)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive conditional heteroskedasticity (1986)A real time clustering and SVM based price-volatility prediction for optimal trading strategy (2013)Financial time series forecasting with deep learning : A systematic literature review: 2005–2019 (2020)A New CNN-Based Model for Financial Time Series: TAIEX and FTSE Stocks Forecasting (2022)Time Series Analysis: Forecasting and Control (1977)Chaos and order in the capital markets (1991)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (2004)Forecasting of foreign exchange rates of Taiwan’s major trading partners by novel nonlinear Grey Bernoulli model NGBM(1,1) (2006)An investigation and comparison of artificial neural network and time series models for Chinese food grain price forecasting (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)
this work references cited by second hop

References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 2000A case study on using neural networks to perform technical forecasting of forex398 cited
  • 2001Financial volatility trading using recurrent neural networks122 cited
  • 2001FORECASTING PRICE INCREMENTS USING AN ARTIFICIAL NEURAL NETWORK48 cited
  • 2018Economic forecasting : challenges and neural network solutions44 cited

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