A cross-validation analysis of neural network out-of-sample performance in exchange rate forecasting

Article Abstract:

Econometric techniques utilized in foreign exchange rate forecasting have failed to surpass the random walk model. The feasibility of applying neural network models was studied by using two cross-validation strategies. The consequences of various in-sample time periods and sample sizes were analyzed. Results of out-of-sample performance evaluated with four criteria across three forecasting horizons revealed that neural networks provide a more robust forecasting technique.

Usage, Computer networks, Evaluation, Prices and rates, Neural networks, Foreign exchange, Foreign exchange rates, Capital assets, Time-series analysis, Time series analysis

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Nonstationary brand variables in category management: A cointegration perspective

Article Abstract:

A category-management model for consumer-packaged goods is extended to consider the stationary and nonstationary time-series components. The analysis of a brand data set indicates that this is important even at the brand level and the brand data set is used to explore the capabilities and interpretation of cointegration.

Forecasts, trends, outlooks, Marketing, Methods, Forecasts and trends, Market trend/market analysis, Product management

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Marketing category forecasting: an alternative of BVAR - artificial neural networks

Article Abstract:

Research is presented concerning the difficulties which are encountered during the analysis of scanner data relating to brand management activities. The violation of statistical assumptions for three brand categories are discussed.

Research, Analysis, Management, Pricing, Statistics, Statistics (Data), Scanning devices, Optical scanners, Sales

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