Predicting exchange rates using a novel “cointegration based neuro-fuzzy system”
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Cited by:
- Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022.
"“An application of deep learning for exchange rate forecasting”,"
AQR Working Papers
202201, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2022.
- Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022. ""An application of deep learning for exchange rate forecasting"," IREA Working Papers 202201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2022.
- Chavan, Sumit Sunil & Shafighi, Najla, 2021. "Exchange Rate Determination in Asia," MPRA Paper 110622, University Library of Munich, Germany.
- Oscar Claveria & Enric Monte & Salvador Torra, 2016. "Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(3), pages 341-357, August.
- Behrooz Gharleghi, 2023. "Debt and currency value during COVID‐19 in the Global South," Economic Affairs, Wiley Blackwell, vol. 43(2), pages 201-210, June.
- Leandro Maciel & Fernando Gomide & Rosangela Ballini, 2016. "Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 379-398, October.
- Dabin Zhang & Qian Li & Amin W. Mugera & Liwen Ling, 2020. "A hybrid model considering cointegration for interval‐valued pork price forecasting in China," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(8), pages 1324-1341, December.
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Keywords
Exchange rate; Error correction model; Intelligence systems; Neural networks; Unit root;All these keywords.
JEL classification:
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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