Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations
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DOI: 10.1002/for.967
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Cited by:
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- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”," AQR Working Papers 201701, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2017.
- Marek Vochozka & Jakub Horák & Petr Šuleř, 2019. "Equalizing Seasonal Time Series Using Artificial Neural Networks in Predicting the Euro–Yuan Exchange Rate," JRFM, MDPI, vol. 12(2), pages 1-17, April.
- Parisi, Antonino & Parisi, Franco & Díaz, David, 2008. "Forecasting gold price changes: Rolling and recursive neural network models," Journal of Multinational Financial Management, Elsevier, vol. 18(5), pages 477-487, December.
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