Combining foreign exchange rate forecasts using neural networks

[1]  Robert E. Markland,et al.  Forecasting Foreign Exchange Rates Using Objective Composite Models , 1995 .

[2]  Laura Ignizio Burke Introduction to artificial neural systems for pattern recognition , 1991, Comput. Oper. Res..

[3]  Maureen Caudill,et al.  Neural networks primer, part III , 1988 .

[4]  R. Dornbusch Expectations and Exchange Rate Dynamics , 1976, Journal of Political Economy.

[5]  Geoffrey E. Hinton,et al.  Learning internal representations by error propagation , 1986 .

[6]  Sunil Gupta,et al.  Combination of Forecasts: An Extension , 1987 .

[7]  R. L. Winkler,et al.  Averages of Forecasts: Some Empirical Results , 1983 .

[8]  E. Mine Cinar,et al.  Neural Networks: A New Tool for Predicting Thrift Failures , 1992 .

[9]  Ian Fenwick,et al.  Sales forecasting— using a combination of approaches , 1976 .

[10]  Cliff T. Ragsdale,et al.  Combining Neural Networks and Statistical Predictions to Solve the Classification Problem in Discriminant Analysis , 1995 .

[11]  Fred Y. Wu,et al.  Applications of neural network in regression analysis , 1992 .

[12]  J. Tukey Comparing individual means in the analysis of variance. , 1949, Biometrics.

[13]  Lawrence H. Officer,et al.  The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article , 1976 .

[14]  W. T. Illingworth,et al.  Practical guide to neural nets , 1991 .

[15]  Michael L. Mussa,et al.  Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market , 1979 .

[16]  E. Adam,et al.  An empirical evaluation of alternative forecasting combinations , 1987 .

[17]  Derek W. Bunn,et al.  Synthesis or selection of forecasting models , 1982 .

[18]  R. H. Edmundson,et al.  The accuracy of combining judgemental and statistical forecasts , 1986 .

[19]  J. Frenkel,et al.  Exchange Rate Dynamics and the Overshooting Hypothesis , 1982 .

[20]  Robert H. Ashton,et al.  Aggregating Subjective Forecasts: Some Empirical Results , 1985 .

[21]  Melody Y. Kiang,et al.  Managerial Applications of Neural Networks: The Case of Bank Failure Predictions , 1992 .

[22]  Thomas H. Lubecke,et al.  Improving the "Correctness" of Foreign Exchange Forecasts Through Composite Forecasting , 1990 .

[23]  Tamás Geszti FEED-FORWARD NETWORKS , 1990 .

[24]  Wullianallur Raghupathi,et al.  A neural network application for bankruptcy prediction , 1991, Proceedings of the Twenty-Fourth Annual Hawaii International Conference on System Sciences.

[25]  Gary R. Reeves,et al.  Combining multiple forecasts given multiple objectives , 1982 .

[26]  Paul Newbold,et al.  Some comments on the evaluation of economic forecasts , 1973 .

[27]  F. S. Wong A 3D neural network for business forecasting , 1991, Proceedings of the Twenty-Fourth Annual Hawaii International Conference on System Sciences.

[28]  Kevin Knight,et al.  Connectionist ideas and algorithms , 1990, CACM.

[29]  C. Granger,et al.  Improved methods of combining forecasts , 1984 .

[30]  Bernard T. Smith,et al.  Focus Forecasting: Computer Techniques for Inventory Control , 1978 .

[31]  Clive W. J. Granger,et al.  Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests , 1993 .