Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment
Article highlights Poor estimation performance of difference-equation (DE) based FXR signal prediction is shown. The usual range of values that the DE coefficients take is specified. Poor estimation is linked to the high volatility of the coefficients over small data segments.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2023-02-01
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| Series: | SN Applied Sciences |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s42452-023-05294-y |