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Bank of Canada RSS Feedsen2024-03-28T18:27:55+00:00The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
https://www.bankofcanada.ca/2000/12/working-paper-2000-23/
Artificial neural networks (ANN) are employed for high-frequency Canada/U.S. dollar exchange rate forecasting. ANN outperform random walk and linear models in a number of recursive out-of- sample forecasts.2000-12-08T16:19:34+00:00enThe Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables2000-12-08Exchange ratesWorking Paper 2000-23 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-23.pdfThe Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure VariablesNikola GradojevicJing YangDecember 2000CC4C45FF3F31