Exchange rate forecasting using a combined parametric and nonparametric self-organising modelling approach

@article{Anastasakis2009ExchangeRF,
  title={Exchange rate forecasting using a combined parametric and nonparametric self-organising modelling approach},
  author={Leonidas Anastasakis and Neil Mort},
  journal={Expert Syst. Appl.},
  year={2009},
  volume={36},
  pages={12001-12011}
}
Financial prediction has attracted a lot of interest due to the financial implications that the accurate prediction of financial markets can have. A variety of data driven modelling approaches have been applied but their performance has produced mixed results. In this study we apply both parametric (neural networks with active neurons) and nonparametric (analog complexing) self-organising modelling methods for the daily prediction of the exchange rate market. We also propose a combined approach… CONTINUE READING

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