Selected aspects of modelling of foreign exchange rates with neural networks
This paper deals with forecasting of the high-frequency foreign exchange market with neural networks. The objective is to investigate some aspects of modelling with neural networks (impact of topology, size of training set and time horizon of the forecast on the performance of the network). The data...
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| Format: | Article |
| Language: | English |
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Mendel University Press
2005-01-01
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| Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
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| Online Access: | https://acta.mendelu.cz/53/3/0109/ |