1998
Forecasting exchange rates using neural networks for technical trading rules
Publication
Publication
Studies in Nonlinear Dynamics & Econometrics p. 109- 116
Presents a study that examined the performance of artificial neural networks (ANN) for technical trading rules for forecasting daily exchange rates. Overview of technical trading rules and ANN; Comparison of ANN with linear models; Table on the number of times that the test statistic for directional accuracy is positive and significant at the 10% level.
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| hdl.handle.net/1765/2172 | |
| Studies in Nonlinear Dynamics & Econometrics | |
| Organisation | Erasmus School of Economics |
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Franses, P. H., & van Griensven, K. (1998). Forecasting exchange rates using neural networks for technical trading rules. Studies in Nonlinear Dynamics & Econometrics, 109–116. Retrieved from http://hdl.handle.net/1765/2172 |
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