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Foreign-Exchange-Rate Forecasting with Artificial Neural Networks Lean Yu

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks By Lean Yu

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks by Lean Yu


Summary

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.

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks Summary

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks by Lean Yu

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.

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks Reviews

From the reviews:

This monograph consisting of six parts focuses on forecasting exchange rates via artificial neural networks (ANNs) and it is based on the fruit of a very pleasant scientific cooperation between three genuine academic researchers. ...The academic researchers together with the business practitioners interested in the recent developments concerning the forecasting foreign exchange rates with ANNs will find in this book an excellent reference. (Vasile Postolica, Zentralblatt MATH, Vol. 1125 (2), 2008)

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.

Additional information

NLS9781441944047
9781441944047
1441944044
Foreign-Exchange-Rate Forecasting with Artificial Neural Networks by Lean Yu
New
Paperback
Springer-Verlag New York Inc.
2010-11-25
316
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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Customer Reviews - Foreign-Exchange-Rate Forecasting with Artificial Neural Networks