Artificial Neuron Network and Its Application to Financial Forecasting
Heung Wong · Acta Scicentiarum Naturalum Universitis Pekinesis · 2001
The main purpose of this paper is to investigate the application of the neuron network (NN) for the daily exchange rate forecasting.Generalized Cross Validation (GCV) is introduced to determine the number of nodes of the hidden layer,several well known time series forecasting methods are also compared with the NN method in this paper.