Soner Teknikerller, Commercial Analyst, Lion
Financial Markets
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Three core forms for architectures
- FFBP (Feedforward Back Propagation) - > produce most stable errors
- FFTD
- NARX
Thick NN - a pool of several NN (like experts working together)
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Forecasting FX Turbulence with NN
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input
- current/past turbulence
- Sing. GDP Growth
- Sing. CPI inflation
- Sing. interbank rates
- USA GDP growth
- USA CPI inflation
- USA Fed reserve
- Trade terms
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output
- Future turbulence 1M/3M/6M ahead
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