Christian Dunis

John Moores University - Business School

John Foster Building

98 Mount Pleasant

Liverpool, L3 5UZ

United Kingdom

Other Papers (1)

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Forecasting and Trading the EUR/USD Exchange Rate with Stochastic Neural Network Combination and Time-Varying Leverage

Decision Support Systems, Volume 54, Issue 1, December 2012, pp. 316-329
Posted: 17 Apr 2013 Last Revised: 21 Apr 2013
University of Glasgow, John Moores University - Business School, University of Liverpool - Accounting and Finance Division and University of Glasgow, Department of Economics



Psi Sigma network, Recurrent Network, Forecast combinations, Kalman Filter, LASSO, Leverage