Matuszewska, Aleksandra; Witkowska, Dorota - In: Operations Research and Decisions 1 (2004), pp. 53-66
In the paper, we discuss the results of euro-dollar exchange rate prediction. Forecasts are made on the basis of the dynamic econometric model and multilayer perceptron. Forecasting is provided in a two-stage procedure. In the first step Dow Jones STOXX 50 Index is predicted applying ARMA model...
