Foreign currency exchange rate prediction using neuro-fuzzy systems
نویسندگان
چکیده
منابع مشابه
Forecasting of Foreign Currency Exchange Rate Using Neural Network
Abstract-Foreign exchange market is the largest and the most important one in the world. Foreign exchange transaction is the simultaneous selling of one currency and buying of another currency. It is essential for currency trading in the international market. In this paper, we have investigated Artificial Neural Networks based prediction modelling of foreign exchange rates using five different ...
متن کاملPricing Options on Foreign Currency with a Preset Exchange Rate
This paper presents a new option that can be used by agents for managing foreign exchange risk. Unlike the Garman Kolhagen model [1], (GK), this paper presents a new model with a preset exchange rate (PE), that allows the agent to take advantage of the his/her view on both the direction and magnitude of rate movement and as such provides this agent with more choices. The model has a provision f...
متن کاملForeign Exchange Rate Prediction using Computational Intelligence Methods
This paper presents the application of six nonlinear ensemble architectures to forecasting the foreign exchange rates in the computational intelligence paradigm. Intelligent techniques such as Backpropagation neural network (BPNN), Wavelet neural network (WNN), Multivariate adaptive regression splines (MARS), Support vector regression (SVR), Dynamic evolving neuro-fuzzy inference system (DENFIS...
متن کاملPrediction of Foreign Exchange Rate Using Data MiningEnsemble Method
This project presents the implementation prediction that can accuracy predict the foreign exchange rate. how the prediction accuracy can be improved by developing an ensemble model of the deep learning algorithm, Distributed Random forest and generalised linear model using sparkling water (Spark +H20). According to the researchers of literature review from 2000-2016, there are several models th...
متن کاملCurrency Exchange Rate Forecasting using Associative Models
Associative Models were created and used for pattern recognition tasks, but recently such models have shown good forecasting capabilities; by a preprocessing of a time series and some fit of the Model. In this paper, the Gamma Classifier is used as a novel alternative for currency exchange rate forecasting, where experimental results indicate that the proposed method can be effective in the Exc...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Procedia Computer Science
سال: 2018
ISSN: 1877-0509
DOI: 10.1016/j.procs.2018.10.523