Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
نویسندگان
چکیده
منابع مشابه
A hybrid computational intelligence model for foreign exchange rate forecasting
Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting models propos...
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a hybrid computational intelligence model for foreign exchange rate forecasting
computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. nowadays, despite the numerous time series forecasting models propos...
متن کاملA hybrid computational intelligence model for foreign exchange rate forecasting
Abstract: Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting mod...
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ژورنال
عنوان ژورنال: Journal of Economic Dynamics and Control
سال: 2009
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2008.11.008