Gharleghi, Behrooz; Shaari, Abu Hassan; Shafighi, Najla - In: Economie Internationale (2014) 137, pp. 88-103
The present study focuses upon the applications of currently available intelligence techniques to forecast exchange rates in short and long horizons. The predictability of exchange rate returns is investigated through the use of a novel cointegration-based neuro-fuzzy system, which is a...