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dc.contributor.authorChen, An-Pinen_US
dc.contributor.authorLin, Hsio-Yien_US
dc.date.accessioned2014-12-08T15:15:50Z-
dc.date.available2014-12-08T15:15:50Z-
dc.date.issued2007en_US
dc.identifier.isbn978-1-4244-0705-7en_US
dc.identifier.urihttp://hdl.handle.net/11536/11812-
dc.identifier.urihttp://dx.doi.org/10.1109/CIDM.2007.368952en_US
dc.description.abstractArtificial neural networks (ANNs) are promising approaches for financial time series prediction and have been widely applied to handle finance problems because of its nonlinear structures. However, ANNs have some limitations in evaluating the output nodes as a result of single-point values. This study proposed a hybrid model, called Fuzzy BPN, consisting of backpropagation neural network (BPN) and fuzzy membership function for taking advantage of nonlinear features and interval values instead of the shortcoming of single-point estimation. In addition, the experimental processing can demonstrate the feasibility of applying the hybrid model-Fuzzy BPN and the empirical results show that Fuzzy BPN provides a useful alternative to exchange rate forecasting.en_US
dc.language.isoen_USen_US
dc.subjectbackpropagation neural networken_US
dc.subjectfuzzy membership functionen_US
dc.subjectexchange rateen_US
dc.titleExchange rates forecasting using a hybrid fuzzy and neural network modelen_US
dc.typeProceedings Paperen_US
dc.identifier.doi10.1109/CIDM.2007.368952en_US
dc.identifier.journal2007 IEEE Symposium on Computational Intelligence and Data Mining, Vols 1 and 2en_US
dc.citation.spage758en_US
dc.citation.epage763en_US
dc.contributor.department資訊管理與財務金融系 註:原資管所+財金所zh_TW
dc.contributor.departmentDepartment of Information Management and Financeen_US
dc.identifier.wosnumberWOS:000249119800109-
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