Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub ![]() |
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Forecasting exchange rates using neural networks
Available online: 23 March 2013 Subject Heading: MONETARY POLICY JEL Classification:
In the article a comparison of methods of forecasting the currency - the US dollar and the euro, based on neural networks and GARCH-methodology are presented. Prediction method of neural networks for the dollar is 89% predictive power, for euro - 91%. Keywords: Keywords: neural network, currency exchange rate forecasting, modeling ![]() |
![]() ISSN 2311-8768 (Online)
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