AN EMPIRICAL ANALYSIS OF SAMPLING INTERVAL FOR EXCHANGE RATE FORECASTING WITH NEURAL NETWORKS-中国Betway体育网页登陆

摘要 Artificialneuralnetworks(ANNs)havebeenwidelyusedasapromisingalternativeapproachforforecasttaskbecauseoftheirseveraldistinguishingfeatures.Inthispaper,weinvestigatetheeffectofdifferentsamplingintervalsonpredictiveperformanceofANNsinforecastingexchangeratetimeseries.Itisshownthatselectionofanappropriatesamplingintervalwouldpermittheneuralnetworktomodeladequatelythefinancialtimeseries.Tooshortortoolongasamplingintervaldoesnotprovidegoodforecastingaccuracy.Inaddition,wediscusstheeffectofforecastinghorizonsandinputnodesonthepredictionperformanceofneuralnetworks.

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AN EMPIRICAL ANALYSIS OF SAMPLING INTERVAL FOR EXCHANGE RATE FORECASTING WITH NEURAL NETWORKS

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