Predictions of stock and foreign exchange (Forex) have always been a hot profitable area study. Deep learning applications proven to yield better accuracy return in the field financial prediction forecasting. In this survey, we selected papers from Digital Bibliography & Library Project (DBLP) database for comparison analysis. We classified according different deep methods, which included C...

One of the most important hopes in modern finance is finding the most accurate ways to forecast future values of exchange rates.The research provides some evidence about the efficiency of utilizing neural network models in forecasting foreign exchange rates. We used three distinct learning algorithms in our neural network models, namely,Scaled Conjugate Gradient (SCG), Standard Backpropagation ...

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Are frequent changes in freely floating exchange rates attributable to stabilising speculation reflecting changes in the fundamental determinants of currencies; or to destabilising behaviour of various kinds, driving prices away from fundamentals, and creating "excess" volatility? This paper, motivated by the need to assess appropriate tests for efficiency for the growing range of liberalised a...

In this paper we investigate trading with optimal mean reverting portfolios subject to cardinality constraints. First, we identify the parameters of the underlying VAR(1) model of asset prices and then the quantities of the corresponding OrnsteinUhlenbeck (OU) process are estimated by pattern matching techniques. Portfolio optimization is performed according to two approaches: (i) maximizing th...