DocumentCode
3456820
Title
Neural networks and multivariate currency forecasting
Author
Hwa, Ng Kah ; Seng, Gan Woon
Author_Institution
Sch. of Accountancy & Bus., Nanyang Technol. Inst., Singapore
fYear
1995
fDate
9-11 Apr 1995
Firstpage
98
Lastpage
102
Abstract
A neural network approach to multivariate currency forecasting is presented. The performance of this model is compared with a univariate currency model for the major currencies, the Swiss Franc; Deutschemark and the Yen. The multivariate currency model outperforms the univariate model in prediction for all three currencies for single-step and multi-step forecasting
Keywords
feedforward neural nets; financial data processing; forecasting theory; foreign exchange trading; multilayer perceptrons; prediction theory; Deutschemark; Swiss Franc; Yen; model performance; multi-step forecasting; multivariate currency forecasting; neural network approach; single-step forecasting; univariate currency model; Biological neural networks; Consumer electronics; Economic forecasting; Exchange rates; Gallium nitride; Multilayer perceptrons; Neural networks; Predictive models; Reactive power; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence for Financial Engineering, 1995.,Proceedings of the IEEE/IAFE 1995
Conference_Location
New York, NY
Print_ISBN
0-7803-2145-6
Type
conf
DOI
10.1109/CIFER.1995.495259
Filename
495259
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