Dunis, Christian; Laws, Jason; Sermpinis, Georgios - In: The European Journal of Finance 16 (2010) 6, pp. 541-560
The motivation for this paper is to investigate the use of alternative novel neural network (NN) architectures when applied to the task of forecasting and trading the euro/dollar (EUR/USD) exchange rate, using the European Central Bank (ECB) fixing series with only auto-regressive terms as...