k-NN Based Forecast of Short-Term Foreign Exchange Rates

2018 ◽  
pp. 139-153
Author(s):  
Haruya Umemoto ◽  
Tetsuya Toyota ◽  
Kouzou Ohara
Keyword(s):  
Exchange Rates ◽  
Foreign Exchange ◽  
Foreign Exchange Rates ◽  
Short Term

Forecasting Short-Term Exchange Rates

2011 ◽  
pp. 195-212
Author(s):  
Leong-Kwan Li ◽  
Wan-Kai Pang ◽  
Wing-Tong Yu ◽  
Marvin D. Troutt
Keyword(s):  
Neural Networks ◽  
Exchange Rates ◽  
Foreign Exchange ◽  
Recurrent Neural Networks ◽  
Foreign Exchange Rates ◽  
Short Term ◽  
Financial Strategy ◽  
Term Trend ◽  
Exchange Markets ◽  
Short Term Trend

Movements in foreign exchange rates are the results of collective human decisions, which are the results of the dynamics of their neurons. In this chapter, we demonstrate how to model these types of market behaviors by recurrent neural networks (RNN). The RNN approach can help us to forecast the short-term trend of foreign exchange rates. The application of forecasting techniques in the foreign exchange markets has become an important task in financial strategy. Our empirical results show that a discrete-time RNN performs better than the traditional methods in forecasting short-term foreign exchange rates.

scholarly journals Modeling of short-term dynamics of foreign exchange rates using deep neural networks

2020 ◽  
Vol 3-4 (276-277) ◽  
pp. 153-163
Author(s):  
Vasily Derbentsev ◽  
◽  
Vitalii Bezkorovainyi ◽  
Andrey Ovcharenko ◽  
◽  
...  
Keyword(s):  
Neural Networks ◽  
Exchange Rates ◽  
Foreign Exchange ◽  
Deep Neural Networks ◽  
Foreign Exchange Rates ◽  
Short Term

An Empirical Investigation of Factors Affecting Stock Prices in Vietnam

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan
Keyword(s):  
Exchange Rates ◽  
Crude Oil ◽  
Foreign Exchange ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Factors Affecting ◽  
Crude Oil Prices ◽  
Before And After

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.

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