Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination

Alejandro Parot, Kevin Michell V., Werner Kristjanpoller. Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination. Int. Syst. in Accounting, Finance and Management, 26(1):3-15, 2019. [doi]

Authors

Alejandro Parot

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Kevin Michell V.

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Werner Kristjanpoller

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