Foreign-Exchange-Rate Forecasting with Artificial Neural Networks
The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some importa...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer US
2007, 2007
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| Edition: | 1st ed. 2007 |
| Series: | International Series in Operations Research & Management Science
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Preface
- Are foreign exchange rates predictable? An anatomy of a survey from artificial neural networks perspective
- Basic principles of ANN algorithms
- Data preparation in neural network data analysis
- Forecasting foreign exchange rates using an adaptive back-propagation algorithm with optimal learning rate and momentum factor
- An online learning algorithm with adaptive forgetting factors for BP neural network in foreign exchange rate forecasting
- An improved BP algorithm with adaptive smoothing momentum terms for foreign exchange rate prediction
- Hybridizing BPNN and exponential smoothing for foreign exchange rate prediction
- A nonlinear combined model integrating ANN and GLAR for exchange rate forecasting
- A hybrid GA-based SVM model for foreign exchange market trends exploration
- Forecasting foreign exchange rates with a multistage neural network ensemble model
- Foreign exchange rate ensemble forecasting with neural network meta-learning
- A confidence-based neural network ensemble model for predicting foreign exchange market movement direction
- Foreign exchange rates forecasting with multiple candidate models: selecting or combining?
- Developing an intelligent Forex rolling forecasting and trading decision support system I: conceptual framework, modeling techniques and system implementation: developing an intelligent Forex rolling forecasting and trading decision support system II-An empirical and comprehensive assessment
- References
- Subject index
- Author index