Browsing by Subject "Foreign exchange rate forecasting"
Now showing items 1-1 of 1
-
Combining empirical mode decomposition with neural networks for the prediction of exchange rates
(SCITEPRESS (Science and Technology Publications, Lda.), 2014)This paper proposes a neural network based model applied to empirical mode decomposition (EMD) filtered data for multi-step-ahead prediction of exchange rates. EMD is used to decompose the returns of exchange rates into ...