A Synergistic Forecasting Model for High-Frequency Foreign Exchange Data
نویسندگان
چکیده
منابع مشابه
A hybrid computational intelligence model for foreign exchange rate forecasting
Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting models propos...
متن کاملa hybrid computational intelligence model for foreign exchange rate forecasting
computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. nowadays, despite the numerous time series forecasting models propos...
متن کاملA hybrid computational intelligence model for foreign exchange rate forecasting
Abstract: Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting mod...
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Considering the time-series ARIMA(p,d, q) model and fuzzy regression model, this paper develops a fuzzy ARIMA (FARIMA) model and applies it to forecasting the exchange rate of NT dollars to US dollars. This model includes interval models with interval parameters and the possibility distribution of future values is provided by FARIMA. This model makes it possible for decision makers to forecast ...
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ژورنال
عنوان ژورنال: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
سال: 2018
ISSN: 0424-267X,1842-3264
DOI: 10.24818/18423264/52.1.18.18