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Nonlinear deterministic forecasting of daily dollar exchange rates
9 references·4 citing·43 second hop
Nonlinear deterministic forecasting of daily dollar exchange rates (1999)Nonlinear deterministic forecasting of da…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Is a random walk the best exchange rate predictor? (1997)Is a random walk the best exc…Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting? (1996)Distinguishing between stocha…Nonlinear Dynamics Chaos and Econometrics. (1994)Nonlinear Dynamics Chaos and …Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets. (1994)Exchange Rate Theory: Chaotic…Multivariate nearest-neighbour forecasts of ems exchange rates (1992)Multivariate nearest-neighbou…Modeling Complex Phenomena (1992)Modeling Complex PhenomenaNonparametric exchange rate prediction? (1990)Nonparametric exchange rate p…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction (2019)An effective and robust decom…Towards a Framework for Enterprise Architecture Analytics (2014)Towards a Framework for Enter…25 Years of Iif Time Series Forecasting: A Selective Review (2005)25 Years of Iif Time Series F…Nearest-Neighbour Predictions in Foreign Exchange Markets (2002)Nearest-Neighbour Predictions…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)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Forecasting intermittent demand by hyperbolic-exponential smoothing (2014)An effective daily box office prediction model based on deep neural networks (2018)Time Series Data Modeling Using Advanced Machine Learning and AutoML (2022)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)The variation of certain speculative prices (1997)A comparison between neural networks and chaotic models for exchange rate prediction (1999)Predicting Inflation Dynamics with Singular Spectrum Analysis (2012)Forecasting of customer demands for production planning by local k -nearest neighbor models (2020)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A test for independence based on the correlation dimension (1996)The Message in Daily Exchange Rates (2002)Predicting Stock Prices Using a Hybrid Kohonen Self Organizing Map (SOM) (2007)Nonlinearity and Complex Dynamics in Economics and Finance (2018)The Economy as an Evolving Complex System II (2018)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Chaos in an emerging capital market? The case of the Athens Stock Exchange (1998)A comparison of the accuracy of short term foreign exchange forecasting methods (2002)Forecasting tanker freight rate using neural networks (1997)Threshold nonlinearities in output: some international evidence (1998)The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market (2021)Can the Markov switching model forecast exchange rates? (1994)Forecasting exchange rates using feedforward and recurrent neural networks (1995)The specification of conditional expectations (2001)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Heterogeneous Agent Models in Economics and Finance (2005)The evolution of understanding: A genetic algorithm model of the evolution of communication (1995)Grounding spatial language in perception: An empirical and computational investigation. (2001)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1990Nonparametric exchange rate prediction?484 cited
  • 1994Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets.312 cited
  • 1997Is a random walk the best exchange rate predictor?99 cited
  • 1992Multivariate nearest-neighbour forecasts of ems exchange rates88 cited
  • 1992Modeling Complex Phenomena73 cited
  • 1994Nonlinear Dynamics Chaos and Econometrics.56 cited
  • 1996Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?53 cited

Cited by

  • 200525 Years of Iif Time Series Forecasting: A Selective Review61 cited
  • 2002Nearest-Neighbour Predictions in Foreign Exchange Markets37 cited
  • 2019An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction35 cited
  • 2014Towards a Framework for Enterprise Architecture Analytics31 cited

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