Article ID Journal Published Year Pages File Type
409051 Neurocomputing 2016 7 Pages PDF
Abstract

Exploration of ANNs for the economic purposes is described and empirically examined with the foreign exchange market data. For the experiments, panel data of the exchange rates (USD/EUR, JPN/USD, USD/GBP) are examined and optimized to be used for time-series predictions with neural networks. In this stage the input selection, in which the processing steps to prepare the raw data to a suitable input for the models are investigated. The best neural network is found with the best forecasting abilities, based on a certain performance measure. A visual graphs on the experiments data set is presented after processing steps, to illustrate that particular results. The out-of-sample results are compared with training ones.

Related Topics
Physical Sciences and Engineering Computer Science Artificial Intelligence
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