Predicting direction shifts on Canadian-US exchange rates with artificial neural networks

The paper presents a variety of neural network models applied to Canadian-US exchange rate data. Networks such as backpropagation, modular, radial basis functions, linear vector quantization, fuzzy ARTMAP, and genetic reinforcement learning are examined. The purpose is to compare the performance of...

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Veröffentlicht in:	Intelligent systems in accounting, finance & management finance & management, 2001-06, Vol.10 (2), p.83
Hauptverfasser:	Davis, Jefferson T, Episcopos, Athanasios, Wettimuny, Sannaka
Format:	Artikel
Sprache:	eng
Schlagworte:	American dollar Back propagation Classification Discriminant analysis Foreign exchange rates Hypotheses Kurtosis Neural networks Normal distribution Predictions Statistics Studies Volatility
Online-Zugang:	Volltext
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