P Escudero, W Alcocer, J Paredes - Applied Sciences, 2021 - mdpi.com
Analyzing the future behaviors of currency pairs represents a priority for governments, financial institutions, and investors, who use this type of analysis to understand the …
Any discussion on exchange rate movements and forecasting should include explanatory variables from both the current account and the capital account of the balance of payments …
AA Baffour, J Feng, EK Taylor - Neurocomputing, 2019 - Elsevier
The study examines the integration of an asymmetric Glosten, Jagannathan, and Runkle (GJR) model into an artificial neural network (ANN) comprising of a NARX (Nonlinear …
Most of existing studies sample markets' prices as time series when developing models to predict market's trend. Directional Changes (DC) is an approach to summarize market prices …
Q Qin, QG Wang, J Li, SS Ge - Journal of Intelligent …, 2013 - publish.journalgazett.co.in
This paper presents new trading models for the stock market and test whether they are able to consistently generate excess returns from the Singapore Exchange (SGX). Instead of …
E Fraszka-Sobczyk, A Zakrzewska - Computational Economics, 2024 - Springer
The paper investigates the issue of volatility of stock index returns on the Warsaw Stock Exchange (WIG20 index returns volatility). The purpose of this review is to compare how …
LMM Amelot, U Subadar Agathee… - African Journal of …, 2021 - emerald.com
Purpose This study constructs time series model, artificial neural networks (ANNs) and statistical topologies to examine the volatility and forecast foreign exchange rates. The …
N Masoud - British Journal of Economics …, 2014 - science.oadigitallibraries.com
Aims: The aim of this paper is to present techniques indicators of artificial neural networks (ANNs) model using for predicting the exact movements of stock price in the daily Libyan …
E Pelinescu - Procedia Economics and Finance, 2014 - Elsevier
Volatility has been traditionally analysed from the perspective of economic cycles and only recently as an autonomous process with a major influence on different macroeconomic …