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Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data
14 references·15 citing·29 second hop
Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data (1996)Much ado about nothing? Exchange rate for…Neural Network Time Series: Forecasting of Financial Markets (1994)Neural Network Time Series: F…The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting (1993)The Monetary Approach to the …Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…COINTEGRATION AND DYNAMIC TIME SERIES MODELS (1992)COINTEGRATION AND DYNAMIC TIM…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? (1986)Testing for Bubbles in Exchan…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…A hybrid artificial neural network-GJR modeling approach to forecasting currency exchange rate volatility (2019)A hybrid artificial neural ne…A deep increasing–decreasing-linear neural network for financial time series prediction (2019)A deep increasing–decreasing-…Soft computing hybrids for FOREX rate prediction: A comprehensive review (2018)Soft computing hybrids for FO…A novel evolutionary multi-objective ensemble learning approach for forecasting currency exchange rates (2017)A novel evolutionary multi-ob…Fuzzy artificial neural network (p, d, q) model for incomplete financial time series forecasting (2014)Fuzzy artificial neural netwo…Wavelet low- and high-frequency components as features for predicting stock prices with backpropagation neural networks (2013)Wavelet low- and high-frequen…Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates (2013)Hybrid Method of Multiple Ker…Non-stationary and stationary prediction of financial time series using dynamic ridge polynomial neural network (2009)Non-stationary and stationary…Exchange rate prediction using hybrid neural networks and trading indicators (2009)Exchange rate prediction usin…Application of SVR with improved ant colony optimization algorithms in exchange rate forecasting (2009)Application of SVR with impro…A Morphological-Rank-Linear evolutionary method for stock market prediction (2009)A Morphological-Rank-Linear e…NEURAL NETWORKS IN FINANCE AND ECONOMICS FORECASTING (2007)NEURAL NETWORKS IN FINANCE AN…Forecasting Thailand’s rice export: Statistical techniques vs. artificial neural networks (2007)Forecasting Thailand’s rice e…Time Series Forecasting of Averaged Data With Efficient Use of Information (2005)Time Series Forecasting of Av…Mining Stock Market Tendency Using GA-Based Support Vector Machines (2005)Mining Stock Market Tendency …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)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)Generalized impulse response analysis in linear multivariate models (1998)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1994Neural Network Time Series: Forecasting of Financial Markets441 cited
  • 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
  • 1993The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting222 cited
  • 1992COINTEGRATION AND DYNAMIC TIME SERIES MODELS145 cited

Cited by

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2007
Forecasting Thailand’s rice export: Statistical techniques vs. artificial neural networks
125 cited
  • 2007NEURAL NETWORKS IN FINANCE AND ECONOMICS FORECASTING116 cited
  • 2013Wavelet low- and high-frequency components as features for predicting stock prices with backpropagation neural networks107 cited
  • 2009Exchange rate prediction using hybrid neural networks and trading indicators94 cited
  • 2018Soft computing hybrids for FOREX rate prediction: A comprehensive review93 cited
  • 2009Non-stationary and stationary prediction of financial time series using dynamic ridge polynomial neural network84 cited
  • 2005Mining Stock Market Tendency Using GA-Based Support Vector Machines67 cited
  • 2019A hybrid artificial neural network-GJR modeling approach to forecasting currency exchange rate volatility62 cited
  • 2013Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates62 cited
  • 2009A Morphological-Rank-Linear evolutionary method for stock market prediction57 cited
  • 2017A novel evolutionary multi-objective ensemble learning approach for forecasting currency exchange rates55 cited
  • 2019A deep increasing–decreasing-linear neural network for financial time series prediction53 cited
  • 2009Application of SVR with improved ant colony optimization algorithms in exchange rate forecasting52 cited
  • 2014Fuzzy artificial neural network (p, d, q) model for incomplete financial time series forecasting46 cited
  • 2005Time Series Forecasting of Averaged Data With Efficient Use of Information43 cited