EUSFLAT
2009
13 years 10 months ago
2009
This paper presents an adaptive neuro-fuzzy inference system (ANFIS) for USD/JPY exchange rates forecasting. Previous work often used time series techniques and neural networks (NN...
KES
2006
Springer
14 years 23 days ago
2006
Springer
Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. This paper prop...
CSDA
2010
14 years 27 days ago
2010
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...