Time series forecasting with neural network ensembles: an application for exchange rate prediction
By Guoqiang Peter Zhang, Victor L. Berardi. 2001
204 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
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
- Arash Bahrammirzaee
- Xin Yao
- Yi-Hsien Wang
- Sven F. Crone
- Kazuyuki Murase
- Nikolaos Kourentzes
- Md. Mustafizur Rahman
- M. Islam
In Management Science and Operations Research
- Arash Bahrammirzaee
- Devon K. Barrow
- Sven F. Crone
- Nikolaos Kourentzes
- Kazuyuki Murase
- Md. Mustafizur Rahman
- M. Islam
- Xin Yao
Citations in the corpus
- Forecasting Foreign Exchange Rates With Artificial Neural Networks: A Review (2004, unknown): “Zhang et al.60 examine three ensemble approaches.”
- Nonlinear neural network forecasting model for stock index option price: Hybrid GJR-GARCH approach (2009, background): “Recently, related researches have used of ANNs on the economic applications is expanding rapidly (Meraviglia, 1996; Shachmurove, 2005; Zhang & Berardi, 2001).”
- A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010, background): “[115] Exchange rate prediction Ensemble NNs with single NN Ensemble NNs perform better”
- Layered Ensemble Architecture for Time Series Forecasting (2016, methodology): “Both of these situations are not beneficial for obtaining a good forecasting accuracy [14], [15].”
- Time series forecasting for nonlinear and non-stationary processes: a review and comparative study (2015, methodology): “Ensemble (Zhang and Berardi, 2001; Lai et al., 2006) or hybrid NN models (Kodogiannis and Lolis, 2002; Zhou et al., 2004), such as wavelet NN models, have also been attempted for nonlinear time series forecasting.”
- Neural network ensemble operators for time series forecasting (2014, background): “…applications such as: economic modelling and policy making (McAdam and McNelis, 2005; Inoue and Kilian, 2008), financial and commodities trading (Zhang and Berardi, 2001; Chen and Leung, 2004; Versace et al., 2004; Bodyanskiy and Popov, 2006; Yu et al., 2008), fast-moving consumer goods…”