A case study on using neural networks to perform technical forecasting of forex

DOI10.1016/S0925-2312(00)00300-3zbMath1009.68837WikidataQ127012367 ScholiaQ127012367MaRDI QIDQ1852082

Chew Lim Tan, Jing Tao Yao

Publication date: 9 January 2003

Published in: Neurocomputing (Search for Journal in Brave)

zbMATH Keywords

Neural networkForecastingTime seriesForeign exchange rate

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Computing methodologies and applications (68U99)

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Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates ⋮ A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates ⋮ Soft computing hybrids for FOREX rate prediction: a comprehensive review ⋮ Covered Interest Arbitrage in Exchange Rate Forecasting Markets ⋮ Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting ⋮ An Evolutionary Approach to Improve a Simple Trading System ⋮ Convergence analysis of the weighted state space search algorithm for recurrent neural networks ⋮ Short term forecasting with support vector machines and application to stock price prediction ⋮ Non-parametric regression methods ⋮ System for foreign exchange trading using genetic algorithms and reinforcement learning ⋮ COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING ⋮ Prediction of stock price movement based on daily high prices ⋮ A continuous time Bayesian network classifier for intraday FX prediction

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