Artificial Neural Networks and Conditional Heteroscedastic Models for Forecasting Exchange Rate Kleyton da Costa, Felipe Leite Coelho da Silva April 2021 Time Series Forecasting Exchange rate GARCH Artificial Neural Networks Kleyton da Costa Economics Student My research fields include time series forecasting, macroeconometrics, artificial neural networks, and explainable AI. Related Analisando a Capacidade de Previsão entre Diferentes Classes de Modelos: um Estudo Comparativo para os Índices de Produção Industrial no Brasil Forecasting Capacity of Statistical and Neural Networks Models: Evidences for Brazilian Indexes of Industrial Production Time Series Models Combination for Forecasting Quarterly GDP Components by the Expenditure Side Um Estudo Comparativo de Modelos de Previsão para o Consumo de Eletricidade da Indústria de Cimento no Brasil Time Series Forecast Models Applied to Brazil's Gross Domestic Product from 1996 to 2019