Forecasting exchange rates using neural networks for technical trading rules
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.
|Studies in Nonlinear Dynamics & Econometrics|
|Organisation||Erasmus School of Economics|
Franses, Ph.H.B.F, & 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