EURO EXCHANGE RATE FORECASTING WITH DIFFERENTIAL NEURAL NETWORKS WITH AN EXTENDED TRACKING PROCEDURE
Francisco Ortíz Arango, Agustín-Ignacio Cabrera-Llanos, Francisco Venegas-Martı́nez · International Journal of Pure and Apllied Mathematics · 2016
This paper develops a new kind of non-parametrical artificial neural network useful to forecast exchange rates.We departure from the Differential Neural Networks (DNN) framework and extend the tracking procedure.Under this approach, we examine daily closing exchange rates of Euro against US dollar, Japanese yen and British pound.With our proposal, extended DNN or EDNN, we perform the tracking procedure from February