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Equalizing Seasonal Time Series Using Artificial Neural Networks in Predicting the Euro–Yuan Exchange Rate
5 references·0 citing·29 second hopsampled
Equalizing Seasonal Time Series Using Artificial Neural Networks in Predicting the Euro–Yuan Exchange Rate (2019)Equalizing Seasonal Time Series Using Art…Soft computing hybrids for FOREX rate prediction: A comprehensive review (2018)Soft computing hybrids for FO…Deep networks for predicting direction of change in foreign exchange rates (2017)Deep networks for predicting …Dynamics of volatility spillover between stock market and foreign exchange market: evidence from Asian Countries (2016)Dynamics of volatility spillo…Forecasting exchange rate using deep belief networks and conjugate gradient method (2015)Forecasting exchange rate usi…Forecasting daily foreign exchange rates using genetically optimized neural networks (2002)Forecasting daily foreign exc…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A hybrid model for exchange rate prediction (2005)Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012)Machine learning for demand forecasting in the physical internet: a case study of agricultural products in Thailand (2020)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Forecasting exchange rates using feedforward and recurrent neural networks (1995)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Portfolio formation with preselection using deep learning from long-term financial data (2019)A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions (2021)Financial applications of machine learning: A literature review (2023)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Does volatility spillover among stock markets varies from normal to turbulent periods? Evidence from emerging markets of Asia (2017)Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries (2020)Effects of the COVID-19 pandemic on stock market returns and volatilities: evidence from selected emerging economies (2021)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Time Series Analysis Forecasting and Control. (1971)Automatic Time Series Forecasting: The forecast Package for R (2008)Predicting credit card delinquencies: An application of deep neural networks (2018)Forecasting spot prices of agricultural commodities in India: Application of deep‐learning models (2021)Forex market forecasting using machine learning: Systematic Literature Review and meta-analysis (2023)Fuzzy sets (1965)Fuzzy sets (1996)Time series forecasting using a hybrid ARIMA and neural network model (2003)A Hybrid System Based on Dynamic Selection for Time Series Forecasting (2021)Combined ensemble multi-class SVM and fuzzy NSGA-II for trend forecasting and trading in Forex markets (2021)Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm (2021)
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References

  • 2015Forecasting exchange rate using deep belief networks and conjugate gradient method234 cited
  • 2002Forecasting daily foreign exchange rates using genetically optimized neural networks172 cited
  • 2016Dynamics of volatility spillover between stock market and foreign exchange market: evidence from Asian Countries114 cited
  • 2017Deep networks for predicting direction of change in foreign exchange rates102 cited
  • 2018Soft computing hybrids for FOREX rate prediction: A comprehensive review93 cited

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