| 000 | 00000nam##2200000za#4500 |
| 001 | 9.571563 |
|---|
| 003 | CaOODSP |
|---|
| 005 | 20211126112844 |
|---|
| 007 | cr ||||||||||| |
|---|
| 008 | 150406|2000||||xxc|||||o f|0| 0 eng|d |
|---|
| 022 | |a1701-9397 |
|---|
| 040 | |aCaOODSP|beng |
|---|
| 043 | |an-cn--- |
|---|
| 086 | 1 |aFB3-2/100-23E-PDF |
|---|
| 110 | 2 |aBank of Canada. |
|---|
| 245 | 14|aThe application of artificial neural networks to exchange rate forecasting : |h[electronic resource]|bthe role of market microstructure variables / |cby Nikola Gradojevic and Jing Yang. |
|---|
| 260 | |aOttawa - Ontario : |bBank of Canada |cDecember 2000. |
|---|
| 300 | |a36p.|bfigs., graphs, references, tables |
|---|
| 490 | 1 |aBank of Canada working paper|x1701-9397|v2000-23 |
|---|
| 500 | |a"Artificial neural networks (ANN) are employed for high-frequency Canada/U.S. dollar exchange rate forecasting."--Abstract. "This paper examines whether introducing a market microstructure variable (that is, order flow) into a set of daily observations of macroeconomic variables (interest rate, crude oil price) together with an ANN technique can explain Canada/U.S. dollar exchange rate movement better than linear and random walk models. Two statistics are used to compare models: root-mean squared error (RMSE) and the percentage of correctly predicted exchange rate changes (PERC)."--Introduction. |
|---|
| 500 | |aThe ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. |
|---|
| 520 | 3 |aArtificial neural networks (ANN) are employed for high-frequency Canada/U.S. dollar exchange rate forecasting.--Abstract This paper examines whether introducing a market microstructure variable (that is, order flow) into a set of daily observations of macroeconomic variables (interest rate, crude oil price) together with an ANN technique can explain Canada/U.S. dollar exchange rate movement better than linear and random walk models. Two statistics are used to compare models: root-mean squared error (RMSE) and the percentage of correctly predicted exchange rate changes (PERC).--Introduction |
|---|
| 546 | |aRésumé en français. |
|---|
| 590 | |a11-19-Supp|b2011-09-23 |
|---|
| 690 | 07|aExchange rates|2gcpds |
|---|
| 690 | 07|aCurrency|2gcpds |
|---|
| 720 | 1 |aGradojevic, Nikola |
|---|
| 720 | 1 |aYang, Jing |
|---|
| 776 | 0#|tThe application of artificial neural networks to exchange rate forecasting : |w(CaOODSP)9.615455 |
|---|
| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v2000-23|w(CaOODSP)9.504604 |
|---|
| 856 | 40|ahttp://publications.gc.ca|qPDF|s151 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-100-23E.pdf|y2000-23 |
|---|