New Approaches of NARX-Based Forecasting Model. A Case Study on CHF-RON Exchange Rate

The work reported in the paper focuses on the prediction of the exchange rate of the Swiss Franc-Romanian Leu against the US Dollar-Romanian Leu using the NARX model. We propose two new forecasting methods based on NARX model by considering both additional testing and network retraining in order to...

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Bibliographic Details
Main Authors: Catalina Lucia COCIANU, Mihai-Serban AVRAMESCU
Format: Article
Language:English
Published: Inforec Association 2018-01-01
Series:Informatică economică
Subjects:
Online Access:http://revistaie.ase.ro/content/86/01%20-%20cocianu,%20avramescu.pdf