nonlinearity in exchange rates and forecasting

نویسندگان

saeed moshiri

forough seifi

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Forecasting Disconnected Exchange Rates

Catalyzed by the work of Meese and Rogoff (1983), a large literature has documented the inability of empirical models to accurately forecast exchange rates out-of-sample. This paper extends the literature by introducing an empirical strategy that endogenously builds forecast models from a broad set of conventional exchange rate signals. The method is extremely flexible, allowing for potentially...

متن کامل

Forecasting foreign exchange rates with

(2013) Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization. The content must not be changed in any way or reproduced in any format or medium without the formal permission of the copyright holder(s) Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization...

متن کامل

Forecasting Exchange Rates: A Neuro-Fuzzy Approach

This paper presents an adaptive neuro-fuzzy inference system (ANFIS) for USD/JPY exchange rates forecasting. Previous work often used time series techniques and neural networks (NN). ANFIS can be used to better explain solutions to users than completely black-box models, such as NN. The proposed neurofuzzy rule based system applies some technical and fundamental indexes as input variables. In o...

متن کامل

Foreign Exchange Rates Forecasting with Neural Networks

| In this paper, a neural network based foreign exchange rates forecasting method is discussed. Neural networks with time series and technical indicators as inputs are built to capture the underlying \rules" of the movement in currency exchange rates. Before using historical data to train the neural networks, the traditional R/S analysis is used to test the \eeciency" of each market. The study ...

متن کامل

Forecasting exchange rates: An optimal approach

This paper looks at forecasting daily exchange rates for the United Kingdom, European Union, and China. Here, the authors evaluate the forecasting performance of neural networks (NN), vector singular spectrum analysis (VSSA), and recurrent singular spectrum analysis (RSSA) for forecasting exchange rates in these countries. The authors find statistically significant evidence based on the RMSE, t...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
iranian economic review

ناشر: university of tehran

ISSN 1026-6542

دوره 13

شماره 21 2008

کلمات کلیدی

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023