Machine Learning
Forecasting exchange rates using general regression neural networks
Computers and Operations Research - Neural networks in business
Regression neural network for error correction in foreign exchange forecasting and trading
Computers and Operations Research
A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates
Computers and Operations Research
Adaptive smoothing neural networks in foreign exchange rate forecasting
ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III
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This study proposes a novel neural-network-based fuzzy group forecasting model for foreign exchange rates prediction. In the proposed model, some single neural network models are first used as predictors for foreign exchange rates prediction. Then these single prediction results produced by each single neural network models are fuzzified into some fuzzy prediction representations. Subsequently, these fuzzified prediction representations are aggregated into a fuzzy group consensus, i.e., aggregated fuzzy prediction representation. Finally, the aggregated prediction representation is defuzzified into a crisp value as the final prediction results. For illustration and testing purposes, a typical numerical example and three typical foreign exchange rates prediction experiments are presented. Experimental results reveal that the proposed model can significantly improve the prediction performance for foreign exchange rates.