{"id":"https://openalex.org/W2364483163","doi":null,"title":"Forecasting Exchange Rates: a Comparative Analysis","display_name":"Forecasting Exchange Rates: a Comparative Analysis","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2364483163","mag":"2364483163"},"language":"en","primary_location":{"id":"pmh:oai:ricerca.uniba.it:11586/312026","doi":null,"is_oa":false,"landing_page_url":"https://hdl.handle.net/11586/312026","pdf_url":null,"source":{"id":"https://openalex.org/S4377196296","display_name":"CINECA IRIS Institutional Research Information System (University of Bari Aldo Moro)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I5561750","host_organization_name":"University of Bari Aldo Moro","host_organization_lineage":["https://openalex.org/I5561750"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062293121","display_name":"Vincenzo Pacelli","orcid":"https://orcid.org/0000-0002-8195-2876","observed_orcids":["https://orcid.org/0000-0002-8195-2876"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Vincenzo Pacelli","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-8195-2876","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5062293121"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.8809,"has_fulltext":false,"cited_by_count":29,"citation_normalized_percentile":{"value":0.94953908,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":87,"max":98},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.48510000109672546,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.48510000109672546,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.2736999988555908,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.23350000381469727,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-forecasting","display_name":"exchange rate forecasting","score":0.9990000128746033},{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.9829999804496765},{"id":"https://openalex.org/keywords/arch-models","display_name":"ARCH models","score":0.9089999794960022},{"id":"https://openalex.org/keywords/garch-models","display_name":"GARCH models","score":1.0},{"id":"https://openalex.org/keywords/daily-exchange-rates","display_name":"daily exchange rate data","score":0.7379999756813049},{"id":"https://openalex.org/keywords/forecasting-accuracy-comparison","display_name":"forecast accuracy comparison","score":0.7480000257492065},{"id":"https://openalex.org/keywords/volatility-modeling","display_name":"volatility modeling","score":0.7549999952316284}],"concepts":[{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.7243319153785706},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.676510751247406},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6563840508460999},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.5043591260910034},{"id":"https://openalex.org/C3019931467","wikidata":"https://www.wikidata.org/wiki/Q4917","display_name":"Us dollar","level":3,"score":0.5013861656188965},{"id":"https://openalex.org/C11312509","wikidata":"https://www.wikidata.org/wiki/Q12277","display_name":"Arch","level":2,"score":0.5012252330780029},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4214167296886444},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3394794166088104},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.23214522004127502},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.17885765433311462},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.14145421981811523},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1030365526676178},{"id":"https://openalex.org/C147176958","wikidata":"https://www.wikidata.org/wiki/Q77590","display_name":"Civil engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:ricerca.uniba.it:11586/312026","doi":null,"is_oa":false,"landing_page_url":"https://hdl.handle.net/11586/312026","pdf_url":null,"source":{"id":"https://openalex.org/S4377196296","display_name":"CINECA IRIS Institutional Research Information System (University of Bari Aldo Moro)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I5561750","host_organization_name":"University of Bari Aldo Moro","host_organization_lineage":["https://openalex.org/I5561750"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"mag:2364483163","doi":null,"is_oa":false,"landing_page_url":"http://www.ijbssnet.com/journals/Vol_3_No_10_Special_Issue_May_2012/15.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W621671746","https://openalex.org/W1572930125","https://openalex.org/W1578549144","https://openalex.org/W1592371891","https://openalex.org/W1965018665","https://openalex.org/W1965103631","https://openalex.org/W1966840186","https://openalex.org/W1970558740","https://openalex.org/W1972901431","https://openalex.org/W1977480757","https://openalex.org/W1979575715","https://openalex.org/W1981183884","https://openalex.org/W1983636075","https://openalex.org/W1989935508","https://openalex.org/W1996201329","https://openalex.org/W1998968611","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2021765450","https://openalex.org/W2024214085","https://openalex.org/W2028598746","https://openalex.org/W2032824776","https://openalex.org/W2038399705","https://openalex.org/W2055402717","https://openalex.org/W2056564712","https://openalex.org/W2061160212","https://openalex.org/W2062398653","https://openalex.org/W2066254160","https://openalex.org/W2067831878","https://openalex.org/W2076209196","https://openalex.org/W2080283669","https://openalex.org/W2082179812","https://openalex.org/W2090637028","https://openalex.org/W2091536878","https://openalex.org/W2093737805","https://openalex.org/W2109593763","https://openalex.org/W2110374348","https://openalex.org/W2123069179","https://openalex.org/W2126452750","https://openalex.org/W2126865326","https://openalex.org/W2141282887","https://openalex.org/W2142714803","https://openalex.org/W2799801949","https://openalex.org/W3042965030","https://openalex.org/W3151095050"],"related_works":["https://openalex.org/W2337501578","https://openalex.org/W2734279593","https://openalex.org/W2782781384","https://openalex.org/W2262105129","https://openalex.org/W1493787090","https://openalex.org/W7217325368","https://openalex.org/W4322773394","https://openalex.org/W4396712121","https://openalex.org/W1995150978","https://openalex.org/W2393422954"],"abstract_inverted_index":{"Abstract":[0],"\\n":[1],"\\nThis":[2],"research":[3],"aims":[4],"to":[5,8,27],"analyze":[6],"and":[7,22,24,72,87],"compare":[9],"the":[10,29,40,50,58,63,66,70,83,89,92],"ability":[11],"of":[12,65,91],"different":[13,51],"mathematical":[14,52],"models,":[15,26,74],"such":[16],"as":[17],"artificial":[18],"neural":[19],"networks":[20],"(ANN)":[21],"ARCH":[23,71],"GARCH":[25,73],"forecast":[28],"daily":[30],"exchange":[31,93],"rates":[32],"Euro/U.S.":[33],"dollar":[34],"(USD),":[35],"identifying":[36],"which,":[37],"among":[38],"all":[39],"models":[41,53,67],"applied,":[42],"produces":[43],"more":[44],"accurate":[45],"forecasts.":[46],"By":[47],"empirically":[48],"comparing":[49],"developed":[54],"in":[55,76],"this":[56],"research,":[57],"traditional":[59],"indicators":[60],"for":[61,85],"assessing":[62],"relevance":[64],"show":[68],"that":[69],"especially":[75],"their":[77],"static":[78],"formulations,":[79],"are":[80],"better":[81],"than":[82],"ANN":[84],"analyzing":[86],"forecasting":[88],"dynamics":[90],"rates.":[94]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":3}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}