Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/13832
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Likothanassis, Spiridon D. | - |
dc.contributor.author | Georgopoulos, Efstratios F. | - |
dc.contributor.author | Andreou, Andreas S. | - |
dc.date.accessioned | 2019-05-31T06:21:29Z | - |
dc.date.available | 2019-05-31T06:21:29Z | - |
dc.date.issued | 2002-12 | - |
dc.identifier.citation | Computational Economics, 2002, vol. 20, no. 3, pp. 191–210 | en_US |
dc.identifier.issn | 09277099 | - |
dc.description.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. | en_US |
dc.format | en_US | |
dc.language.iso | en | en_US |
dc.relation.ispartof | Computational Economics | en_US |
dc.rights | © 2002 Springer Nature | en_US |
dc.subject | exchange-rates | en_US |
dc.subject | filtering | en_US |
dc.subject | forecasting | en_US |
dc.subject | genetic algorithms | en_US |
dc.subject | neural networks | en_US |
dc.title | Exchange-Rates Forecasting: A Hybrid Algorithm Based on Genetically Optimized Adaptive Neural Networks | en_US |
dc.type | Article | en_US |
dc.collaboration | University of Cyprus | en_US |
dc.collaboration | University of Patras | en_US |
dc.collaboration | Computer Technology Institute | en_US |
dc.subject.category | Electrical Engineering - Electronic Engineering - Information Engineering | en_US |
dc.journals | Subscription Journal | en_US |
dc.country | Cyprus | en_US |
dc.subject.field | Engineering and Technology | en_US |
dc.publication | Peer Reviewed | en_US |
dc.identifier.doi | 10.1023/A:1020989601082 | en_US |
dc.identifier.scopus | 2-s2.0-84867932186 | en |
dc.identifier.url | https://api.elsevier.com/content/abstract/scopus_id/84867932186 | en |
dc.contributor.orcid | #NODATA# | en |
dc.contributor.orcid | #NODATA# | en |
dc.contributor.orcid | #NODATA# | en |
dc.relation.issue | 3 | en |
dc.relation.volume | 20 | en |
cut.common.academicyear | 2002-2003 | en_US |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
item.grantfulltext | none | - |
crisitem.journal.journalissn | 1572-9974 | - |
crisitem.journal.publisher | Springer Nature | - |
crisitem.author.dept | Department of Electrical Engineering, Computer Engineering and Informatics | - |
crisitem.author.faculty | Faculty of Engineering and Technology | - |
crisitem.author.orcid | 0000-0001-7104-2097 | - |
crisitem.author.parentorg | Faculty of Engineering and Technology | - |
Appears in Collections: | Άρθρα/Articles |
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