Artificial Neural Networks and Conditional HeteroscedasticModels for Forecasting Exchange Rate

Kleyton Vieira Sales da Costa, Felipe Leite Coelho da Silva

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.

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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.


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