Modelling Exchange Rates during Currency Crisis using Neural Networks
This paper presents an artificial neural network (ANN) approach to the forecasting of exchange rate movements during periods of currency crises characterized by excessive volatility. The models are built using the feedforward ANN structure trained by the backpropagation algorithm. Exchange rate data...
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| Format: | conferenceObject |
| Published: |
2006
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| Online Access: | http://hdl.handle.net/10725/6085 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.actapress.com/Abstract.aspx?paperId=27342 |
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