Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/13832
Title: | Exchange-Rates Forecasting: A Hybrid Algorithm Based on Genetically Optimized Adaptive Neural Networks | Authors: | Likothanassis, Spiridon D. Georgopoulos, Efstratios F. Andreou, Andreas S. |
Major Field of Science: | Engineering and Technology | Field Category: | Electrical Engineering - Electronic Engineering - Information Engineering | Keywords: | exchange-rates;filtering;forecasting;genetic algorithms;neural networks | Issue Date: | Dec-2002 | Source: | Computational Economics, 2002, vol. 20, no. 3, pp. 191–210 | Volume: | 20 | Issue: | 3 | Journal: | Computational Economics | Abstract: | The use of neural networks trained by a new hybrid algorithm is employed on forecasting the Greek Foreign Exchange-Rate Market. Four major currencies, namely the U. S. Dollar (USD), the Deutsche Mark (DEM), the French Franc (FF) and the British Pound (GBP), versus the Greek Drachma, were used as experimental data. The proposed algorithm combines genetic algorithms and a training method based on the localized Extended Kalman Filter (EKF), in order to evolve the structure and train Multi-Layered Perceptron (MLP) neural networks. The goal of this effort is to predict, as accurately as possible, exchange-rates future behavior. Simulation results show that the method gives highly successful results, while the diversification of the structure between the four currencies has no effect on the performance. © 2002 Kluwer Academic Publishers. | ISSN: | 09277099 | DOI: | 10.1023/A:1020989601082 | Rights: | © 2002 Springer Nature | Type: | Article | Affiliation : | University of Cyprus University of Patras Computer Technology Institute |
Publication Type: | Peer Reviewed |
Appears in Collections: | Άρθρα/Articles |
CORE Recommender
SCOPUSTM
Citations
40
checked on Nov 6, 2023
Page view(s)
317
Last Week
0
0
Last month
3
3
checked on Sep 2, 2024
Google ScholarTM
Check
Altmetric
Items in KTISIS are protected by copyright, with all rights reserved, unless otherwise indicated.