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Description

In an experimental quantitative research design, data from the Futures Market for commodities and foreign exchange futures covering 1986-2011 were obtained and addressed. A General Regression Neural Network was overlaid on this data to deduce a time-series prediction model for wheat prices. Performance prediction error was only 4.42%.

Publication Date

2013

City

Minneapolis, MN

Keywords

Research Symposium

Disciplines

Corporate Finance | E-Commerce | Finance and Financial Management

Performance Prediction of Commodity Prices Using Foreign Exchange Futures

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