TITLE

Combining foreign exchange rate forecasts using neural networks

AUTHOR(S)
Lubecke, Thomas H.; Kyung Doo Nam; Markland, Robert E.; Kwok, Chuck C. Y.
PUB. DATE
March 1998
SOURCE
Global Finance Journal;Spring/Summer98, Vol. 9 Issue 1, p5
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Discusses the application of the neural network approach to composite foreign exchange forecasting. Combination of econometric, judgmental, technical and forward rate forecasts to form composite forecasts; Evaluation of composite forecasts against the forecasts of seven other forecasting models; Rating of the neural network model in terms of accuracy and correctness.
ACCESSION #
843216

 

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