Neural network protocols and model performance

Abstract

The benchmark performance of neural network models in exchange rate forecasting has been established in a number of recent papers. In this paper, we drop a number of customary features that are used in neural modeling to improve performance yet are able to predict daily returns for the four main exchange rates with accuracy above levels previously reported… (More)
DOI: 10.1016/S0925-2312(03)00437-5

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