Sliding-window metaheuristic optimization-based forecast system for foreign exchange analysis
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DOI: 10.1007/s00500-019-03863-1
Abstract: AbstractThe forecasting of exchange rates has become a challenging area of research that has attracted many researchers over recent years. This work presents a sliding-window metaheuristic optimization-based forecast (SMOF) system for one-step ahead forecasting. The… read more here.
Keywords: exchange; system; metaheuristic optimization; sliding window ... See more keywords