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Foreign-exchange-rate forecasting with artificial neural networks / Lean Yu, Shouyang Wang, Kin Keung Lai

By: Contributor(s): Series: International series in operations research & management science ; v. 107Publication details: New York : Springer, c2007.Description: xxiii, 313 p. : ill. ; 25 cmISBN:
  • 9780387717197 (hbk.)
  • 0387717196 (hbk.)
Subject(s): DDC classification:
  • 006.32 YUL
Contents:
Are foreign exchange rates predictable? A literature review from artificial neural networks perspective.- Basic principles of ANN - Data preparation in neural network data analysis.- Forecasting foreign exchange rates using an adaptive back-propagation algorithm with optimal learning rate and momentum factors - An online BP learning algorithm with adaptive forgetting factors for 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 rates forecasting.- A hybrid GA-based SVM model for foreign exchange market trends exploration.- Forecasting foreign exchange rates with a multistage neural network ensemble model.- Neural networks meta-learning for foreign exchange rate ensemble forecasting - Predicting foreign exchange market movement direction using a confidence-based neural network ensemble model - 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 implementations - Developing an intelligent Forex rolling forecasting and trading decision support system II-An empirical and comprehensive assessment.
Holdings
Cover image Item type Current library Home library Collection Shelving location Shelf location Call number Materials specified Vol info Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Main Collection Taylor's Library-TU

Floor 3, Shelf 2 , Side 1, TierNo 1, BayNo 2

 006.32 YUL (Browse shelf(Opens below)) 1 Available SOExx,07015,03,CL 5000158754

Includes bibliographical references (p. [291]-310) and index

Are foreign exchange rates predictable? A literature review from artificial neural networks perspective.- Basic principles of ANN - Data preparation in neural network data analysis.- Forecasting foreign exchange rates using an adaptive back-propagation algorithm with optimal learning rate and momentum factors - An online BP learning algorithm with adaptive forgetting factors for 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 rates forecasting.- A hybrid GA-based SVM model for foreign exchange market trends exploration.- Forecasting foreign exchange rates with a multistage neural network ensemble model.- Neural networks meta-learning for foreign exchange rate ensemble forecasting - Predicting foreign exchange market movement direction using a confidence-based neural network ensemble model - 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 implementations - Developing an intelligent Forex rolling forecasting and trading decision support system II-An empirical and comprehensive assessment.