Forecasting the euro/dollar changes using predicted values of stock index: selected econometric models and multilayer perceptron

Aleksandra Matuszewska-Janica () and Dorota Witkowska ()

Operations Research and Decisions, 2004, vol. 14, issue 1, 53-66

Abstract: Przedstawiono wyniki badań dotyczące prognozowania kursu euro/dolar. Proces prognozowania następuje w dwóch etapach. W pierwszym prognozowane są wartości stóp zwrotu indeksy Dow Jones STOXX50. W drugim etapie dokonuje się predykcji kursu euro/dolar, korzystając z wartości uzyskanych w pierwszym etapie

Keywords: kurs; prognozowanie; indeks Dow Jones'a (search for similar items in EconPapers)
Date: 2004
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