Forecasting foreign exchange rates with artificial neural networks: A review
文献类型：期刊论文
| 作者 | Wei, H; Lai, KK; Nakamori, Y; Wang, SY
|
| 刊名 | INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING
 |
| 出版日期 | 2004-03-01 |
| 卷号 | 3期号:1页码:145-165 |
| 关键词 | artificial neural networks exchange rate forecasting |
| ISSN号 | 0219-6220 |
| 英文摘要 | Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. Artificial neural networks (ANNs) have been widely used as a promising alternative approach for a forecasting task because of several distinguished features. Research efforts on ANNs for forecasting exchange rates are considerable. In this paper, we attempt to provide a survey of research in this area. Several design factors significantly impact the accuracy of neural network forecasts. These factors include the selection of input variables, preparing data, and network architecture. There is no consensus about the factors. In different cases, various decisions have their own effectiveness. We also describe the integration of ANNs with other methods and report the comparison between performances of ANNs and those of other forecasting methods, and finding mixed results. Finally, the future research directions in this area are discussed. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000225646800009 |
| 出版者 | WORLD SCIENTIFIC PUBL CO PTE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19350]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Wang, SY |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wei, H,Lai, KK,Nakamori, Y,et al. Forecasting foreign exchange rates with artificial neural networks: A review[J]. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,2004,3(1):145-165. |
| APA | Wei, H,Lai, KK,Nakamori, Y,&Wang, SY.(2004).Forecasting foreign exchange rates with artificial neural networks: A review.INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,3(1),145-165. |
| MLA | Wei, H,et al."Forecasting foreign exchange rates with artificial neural networks: A review".INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING 3.1(2004):145-165. |
入库方式： OAI收割
来源：数学与系统科学研究院
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