The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
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- Martha A. Misas A. & Enrique López E. & Carlos A. Arango A. & uan Nicolás Hernández A., 2004.
"No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico,"
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- Martha A. Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2004. "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 10-57, June.
- Koffi Dumor & Li Yao, 2019. "Estimating China’s Trade with Its Partner Countries within the Belt and Road Initiative Using Neural Network Analysis," Sustainability, MDPI, vol. 11(5), pages 1-22, March.
- Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero, 2002.
"La inflación en Colombia: una aproximación desde las redes neuronales,"
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- Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero, 2002. "La inflación en Colombia: una aproximación desde las redes neuronales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 20(41-42), pages 143-214, June.
- Martha Misas & Enrique López & Pablo Querubín, 2002. "La Inflación en Colombia: Una Aproximación desde las Redes Neuronales," Borradores de Economia 199, Banco de la Republica de Colombia.
- Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero, 2002. "La Inflación en Colombia: Una Aproximación desde las Redes Neuronales," Borradores de Economia 3029, Banco de la Republica.
- Ghaffari, Ali & Zare, Samaneh, 2009. "A novel algorithm for prediction of crude oil price variation based on soft computing," Energy Economics, Elsevier, vol. 31(4), pages 531-536, July.
- Koffi Dumor & Komlan Gbongli, 2021. "Trade impacts of the New Silk Road in Africa: Insight from Neural Networks Analysis," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 17(02), pages 13-26.
- Martha Misas & Enrique López & Carlos Arango & Juan Nicolás Hernández, 2003.
"La Demanda de Efectivo en Colombia: Una Caja Negra a la Luz de las Redes Neuronales,"
Borradores de Economia
268, Banco de la Republica de Colombia.
- Martha Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2003. "La Demanda de Efectivo en Colombia: Una Caja Nagra a la Luz de las Redes Neuronales," Borradores de Economia 2963, Banco de la Republica.
- Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009. "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 17-29, May.
- repec:bdr:ensayo:v::y:2004:i:45:p:10-57 is not listed on IDEAS
- Koffi Dumor & Li Yao & Jean-Paul Ainam & Edem Koffi Amouzou & Williams Ayivi, 2021. "Quantitative Dynamics Effects of Belt and Road Economies Trade Using Structural Gravity and Neural Networks," SAGE Open, , vol. 11(3), pages 21582440211, July.
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More about this item
Keywords
Exchange rates;JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2001-02-08 (Econometrics)
- NEP-ETS-2001-02-08 (Econometric Time Series)
- NEP-FMK-2001-02-08 (Financial Markets)
- NEP-IFN-2001-02-08 (International Finance)
- NEP-NET-2001-02-08 (Network Economics)
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