Regression neural network for error correction in foreign exchange forecasting and tradingAn‐Sing Chen, Mark T. Leung2003-04-24articleComputers & Operations Research151 citationsgreenNo readable copy stored yet — this record is metadata only.Forecasting Techniques and ApplicationsNeural Networks and ApplicationsStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 151 citations exist upstream.References1983Empirical exchange rate models of the seventies1995Forecasting exchange rates using feedforward and recurrent neural networks1991An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination2000Forecasting exchange rates using general regression neural networks1995Neural networks in the capital markets2001Time series forecasting with neural network ensembles: an application for exchange rate prediction1996Forecasting foreign exchange rates using recurrent neural networks1995Neural networks in the capital marketsCited by2017Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms2017Integrating dynamic fuzzy C-means, data envelopment analysis and artificial neural network to online prediction performance of companies in stock exchange2009Automatic stock decision support system based on box theory and SVM algorithm2011CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator2009Exchange rate prediction using hybrid neural networks and trading indicators2018Soft computing hybrids for FOREX rate prediction: A comprehensive review2010Comparison of Support Vector Machine and Back Propagation Neural Network in Evaluating the Enterprise Financial Distress2009Exchange rate forecasting using a combined parametric and nonparametric self-organising modelling approach