Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Financial engineering and the Japanese markets
Weitere Verfasser: Dematos, Giovani (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1996
Schlagworte:
Wechselkurs > Prognoseverfahren > Neuronale Netze > Schätztheorie > Theorie > Japan > USA > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Investment horizon and composition of optimal portfolio : international evidence 1997 Tang, Gordon Y. N.
Subordinated market index models : a comparison 1997 Hurst, Simon R.
Long memory and forecasting in Euroyen deposit rates 1997 Barkoulas, John T.
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence 1997 Crouhy, Michel
Decomposition of Japanese Yen interest rate data through local regression 1997 Shibata, Ritei
Volatility persistence and switching ARCH in Japanese stock returns 1997 Fong, Wai-mun
An international portfolio optimization model hedged with forward currency contracts 1997 Suzuki, Ken-ichi
Overstatement of implied variance in the dollar/yen currency option market 1997 Guo, Dajiang
Abnormal stock returns following large one-day advances and declines : evidence from Asia-Pacific markets 1997 Wong, Michael C. S.
Stock market returns and economic fundamentals in an emerging market : the case of Korea 1997 Gong, Frank Fangxiong
Testing Gaussianity and linearity of Japanese stock returns 1997 Terui, Nobuhiko
An implementation of the HJM model with application to Japanese interest futures 1996 Kamizono, Kenji
Non-ideal Brownian motion, generalized Langevin Equation and its application to the security market 1996 Takahashi, Masafumi
Nonparametric prediction for the time-dependent volatility of the security price 1996 Kogure, Atsuyuki
Quality options and hedging in Japanese government bond futures markets 1996 Yu, Shang-wu
A statistical comparison of the short-term interest rate models of Japan, US and Germany 1996 Shoji, Isao
A preference free partial differential equation for the term structure of interest rates 1996 Chiarella, Carl
Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange 1996
Pricing and hedging power options 1996 Heynen, Ronald C.
Valuation of FX barrier options under stochastic volatility 1996 Heath, David C.
Alle Artikel auflisten