Modelling the Behaviour of Currency Exchange Rates with Singular Spectrum Analysis and Artificial Neural Networks
A proper understanding and analysis of suitable models involved in forecasting currency exchange rates dynamics is essential to provide reliable information about the economy. This paper deals with model fit and model forecasting of eight time series of historical data about currency exchange rate c...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-06-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/3/2/12 |