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A decomposition clustering ensemble learning approach for forecasting foreign exchange rates
16 references·4 citing·48 second hop
A decomposition clustering ensemble learning approach for forecasting foreign exchange rates (2019)A decomposition clustering ensemble learn…Neural networks performance in exchange rate prediction (2015)Neural networks performance i…Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations (2015)Modeling, forecasting and tra…Forecasting exchange rate using deep belief networks and conjugate gradient method (2015)Forecasting exchange rate usi…A novel hybrid method for crude oil price forecasting (2015)A novel hybrid method for cru…A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting (2015)A novel decomposition ensembl…Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization (2012)Forecasting foreign exchange …Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012)Crude oil price analysis and …Forecasting short-term electricity consumption using the adaptive grey-based approach—An Asian case (2011)Forecasting short-term electr…Forecasting exchange rates with a large Bayesian VAR (2009)Forecasting exchange rates wi…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…Bayesian Model Averaging and exchange rate forecasts (2008)Bayesian Model Averaging and …The out-of-sample success of term structure models as exchange rate predictors: a step beyond (2003)The out-of-sample success of …Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyA Cross‐Validation Analysis of Neural Network Out‐of‐Sample Performance in Exchange Rate Forecasting (1999)A Cross‐Validation Analysis o…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…The effects of oil price shocks on inflation in the G7 countries (2021)The effects of oil price shoc…Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach (2021)Monetary policy uncertainty a…A memory-trait-driven decomposition–reconstruction–ensemble learning paradigm for oil price forecasting (2021)A memory-trait-driven decompo…A Deep Coupled LSTM Approach for USD/CNY Exchange Rate Forecasting (2020)A Deep Coupled LSTM Approach …Generalized autoregressive conditional heteroskedasticity (1986)Modeling and forecasting petroleum futures volatility (2006)A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)Crude oil time series prediction model based on LSTM network with chaotic Henry gas solubility optimization (2021)Price forecasting through neural networks for crude oil, heating oil, and natural gas (2024)Time Series Analysis Forecasting and Control. 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References

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  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2015A novel hybrid method for crude oil price forecasting272 cited
  • 2003The out-of-sample success of term structure models as exchange rate predictors: a step beyond255 cited
  • 2008Bayesian Model Averaging and exchange rate forecasts247 cited
  • 2015Forecasting exchange rate using deep belief networks and conjugate gradient method234 cited
  • 2015A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting204 cited
  • 2011Forecasting short-term electricity consumption using the adaptive grey-based approach—An Asian case192 cited
  • 2009Forecasting exchange rates with a large Bayesian VAR169 cited
  • 2012Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization167 cited
  • 2015Neural networks performance in exchange rate prediction160 cited
  • 2012Crude oil price analysis and forecasting using wavelet decomposed ensemble model146 cited
  • 1999

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A Cross‐Validation Analysis of Neural Network Out‐of‐Sample Performance in Exchange Rate Forecasting
145 cited
  • 2015Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations104 cited
  • Cited by

    • 2021Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach83 cited
    • 2021The effects of oil price shocks on inflation in the G7 countries73 cited
    • 2020A Deep Coupled LSTM Approach for USD/CNY Exchange Rate Forecasting44 cited
    • 2021A memory-trait-driven decomposition–reconstruction–ensemble learning paradigm for oil price forecasting35 cited