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Foreign-Exchange-Rate Forecasting with Artificial Neural Networks

Paperback Engels 2010 9781441944047
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This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges.

Specificaties

ISBN13:9781441944047
Taal:Engels
Bindwijze:paperback
Aantal pagina's:316
Uitgever:Springer US

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Inhoudsopgave

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.

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€ 168,99
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        Foreign-Exchange-Rate Forecasting with Artificial Neural Networks