Artificial Neural Networks and Conditional HeteroscedasticModels for Forecasting Exchange Rate

Autores

  • Kleyton Vieira Sales da Costa UFRRJ
  • Felipe Leite Coelho da Silva UFRRJ

Resumo

By definition, the exchange rate is the relative price of one currency in terms of another. Inan open economy, exchange rates are one of the most important prices, because your level has asignificant impact in relation to other macroeconomic variables, stock market prices, internationaltrade contracts, tourism, imports, exports, inflation, etc.

Downloads

Não há dados estatísticos.

Referências

Krugman, P. R., Obstfeld, M., and Melitz, M. J.International economics: theory and policy,10a. edi ̧c ̃ao. Pearson Education, New Jersey, 2015.

Rumelhart, D. E., and McClelland, J. L. Learning Internal Representations by Error Prop-agation,Parallel Distributed Processing: Explorations in the Microstructure of Cognition:Foundations., volume 1, chapter 8, pages 318 - 362, 1987.

McCulloch, W. S. and Walter, P. A logical calculus of the ideas immanent in nervous activity,The bulletin of mathematical biophysics, 5:115-133, 1943. DOI: 10.1007/BF02478259.

Downloads

Publicado

2021-12-20

Edição

Seção

Resumos