Exchange rate forecasting using echo state networks for trading strategies
ARTIGO
Inglês
Because of the diversity of portfolios based on assets throughout international markets, exchange rate prediction plays an important role in risk management, asset allocation, and trading strategies. This paper aims to investigate the use of a recent para
CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQ
COORDENAÇÃO DE APERFEIÇOAMENTO DE PESSOAL DE NÍVEL SUPERIOR - CAPES
FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP
Fechado
DOI: https://doi.org/10.1109/CIFEr.2014.6924052
Texto completo: https://ieeexplore.ieee.org/document/6924052
Exchange rate forecasting using echo state networks for trading strategies
Exchange rate forecasting using echo state networks for trading strategies
Fontes
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2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (Fonte avulsa) |