A neural gas mixture autoregressive network for modelling and forecasting FX time series
- Submitting institution
-
The University of Manchester
- Unit of assessment
- 12 - Engineering
- Output identifier
- 40547539
- Type
- D - Journal article
- DOI
-
10.1016/j.neucom.2013.12.037
- Title of journal
- Neurocomputing
- Article number
- -
- First page
- 171
- Volume
- 135
- Issue
- -
- ISSN
- 0925-2312
- Open access status
- Out of scope for open access requirements
- Month of publication
- July
- Year of publication
- 2014
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
F - EEE
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- The method described here won the IJCNN2015 Time Series Prediction Competition (https://www.ijcnn.org/assets/docs/ijcnn2015-awards.pdf). It has led to 3 subsequent papers and two funded projects (including an EPSRC IAA).
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
