Modeling and Prediction of Foreign Currency Exchange Markets
2006 ◽
pp. 139-151
Keyword(s):
In today’s global market economy, currency exchange rates play a vital role in national economy of the trading nations. In this chapter, we present an overview of neural network-based forecasting models for foreign currency exchange (forex) rates. To demonstrate the suitability of neural network in forex forecasting, a case study on the forex rates of six different currencies against the Australian dollar is presented. We used three different learning algorithms in this case study, and a comparison based on several performance metrics and trading profitability is provided. Future research direction for enhancement of neural network models is also discussed.
2004 ◽
Vol 91
(2)
◽
pp. 165-177
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Keyword(s):
2011 ◽
Vol 25
(1)
◽
pp. 65-87
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Keyword(s):
2017 ◽
Vol 55
(2)
◽
pp. 287-291
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Keyword(s):