Combining empirical mode decomposition with neural networks for the prediction of exchange rates / Jacques Mouton
The foreign exchange market is one of the largest and most active financial markets with enormous daily trading volumes. Exchange rates are influenced by the interactions of a large number of agents, each operating with different intentions and on different time scales. This gives rise to nonlinear...
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| Language: | en |
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2015
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| Online Access: | http://hdl.handle.net/10394/15448 |