A distance-based fuzzy time series model for exchange rates forecasting
By Y. Leu, Chien-Pang Lee, Yie-Zu Jou. 2009
82 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research, Signal Processing
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Tugrul U. Daim
- Erkam Güresen
- Arash Bahrammirzaee
- Gülgün Kayakutlu
- Saman Haratizadeh
- Ehsan Hoseinzade
- Prodromos Konstandinos Chourmouziadis
- D. Chatzoglou
In Management Science and Operations Research
- Tugrul U. Daim
- Erkam Güresen
- Arash Bahrammirzaee
- Gülgün Kayakutlu
- Saman Haratizadeh
- Ehsan Hoseinzade
- Prodromos Konstandinos Chourmouziadis
- D. Chatzoglou
In Signal Processing
Citations in the corpus
- A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010, methodology): “[117] Exchange rate forecasting Distance-based fuzzy time series with random walk model and ANN Distance-based fuzzy time series perform better”
- Using artificial neural network models in stock market index prediction (2011, background): “Leu, Lee, and Jou (2009) compared radial basis-function neural network (RBFNN), random walk, and distance-based fuzzy time series models with daily closing values of TAIEX, and exchange rates NTD/USD, KRW/USD, CNY/USD, JPY/USD.”