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Forecasting currency prices using a genetically evolved neural network architecture

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  • El Shazly, Mona R.
  • El Shazly, Hassan E.

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  • El Shazly, Mona R. & El Shazly, Hassan E., 1999. "Forecasting currency prices using a genetically evolved neural network architecture," International Review of Financial Analysis, Elsevier, vol. 8(1), pages 67-82.
    • Handle: RePEc:eee:finana:v:8:y:1999:i:1:p:67-82
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    References listed on IDEAS

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    1. Savit, R., 1989. "Nonlinearities And Chaotic Effects In Options Prices," Papers 184, Columbia - Center for Futures Markets.
    2. Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F., 1993. "A long memory property of stock market returns and a new model," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 83-106, June.
    3. Scheinkman, Jose A, 1990. "Nonlinearities in Economic Dynamics," Economic Journal, Royal Economic Society, vol. 100(400), pages 33-48, Supplemen.
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    Cited by:

    1. Haider A. Khan & Shahryar Ghorbani & Elham Shabani & Shahab S. Band, 2024. "Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 835-860, February.
    2. Erdinc Akyildirim & Oguzhan Cepni & Shaen Corbet & Gazi Salah Uddin, 2023. "Forecasting mid-price movement of Bitcoin futures using machine learning," Annals of Operations Research, Springer, vol. 330(1), pages 553-584, November.
    3. Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi, 2020. "The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa," Research in International Business and Finance, Elsevier, vol. 53(C).
    4. Polyzos, Stathis & Samitas, Aristeidis & Katsaiti, Marina-Selini, 2020. "Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability," International Review of Financial Analysis, Elsevier, vol. 72(C).
    5. Christian A. Johnson, 2005. "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(1), pages 95-121, June.
    6. Tasadduq Imam & Kevin Tickle & Abdullahi Ahmed & William Guo, 2012. "Linear Relationship Between The Aud/Usd Exchange Rate And The Respective Stock Market Indices: A Computational Finance Perspective," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(1), pages 19-42, January.
    7. Christian A. Johnson & Rodrigo Vergara, 2005. "The implementation of monetary policy in an emerging economy: the case of Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(1), pages 45-62, June.
    8. Jane Binner & Rakesh Bissoondeeal & Thomas Elger & Alicia Gazely & Andrew Mullineux, 2005. "A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 665-680.
    9. Mona Shazly & Alice Lou, 2016. "Comparing the Forecasting Performance of Futures Oil Prices with Genetically Evolved Neural Networks," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(4), pages 361-376, November.
    10. Angelini, Eliana & di Tollo, Giacomo & Roli, Andrea, 2008. "A neural network approach for credit risk evaluation," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(4), pages 733-755, November.
    11. Ali Asgary & Ali Sadeghi Naini, 2011. "Modelling The Adaptation Of Business Continuity Planning By Businesses Using Neural Networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(2-3), pages 89-104, April.
    12. Farzan Aminian & E. Suarez & Mehran Aminian & Daniel Walz, 2006. "Forecasting Economic Data with Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 28(1), pages 71-88, August.

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