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Genetic multi-model composite forecast for non-linear prediction of exchange rates

✍ Scribed by Marcos Álvarez-Díaz; Alberto Álvarez

Publisher
Springer-Verlag
Year
2005
Tongue
English
Weight
437 KB
Volume
30
Category
Article
ISSN
0377-7332

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## Abstract In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rat