Nasr, G. E.; Dibeh, G.; Abdallah, M.; SOB; SOE; 199390170; 199490150; Department of Economics (ECON); genasr@lau.edu.lb; gdibeh@lau.edu.lb; Lebanese American University (ACTA PressAnaheim, CA, )
This paper presents an artificial neural network (ANN) approach to the forecasting of exchange rate movements during periods of currency crises characterized by excessive volatility. The models are built using the feedforward ...