Yu, Lean.

Foreign-exchange-rate forecasting with artificial neural networks / Lean Yu, Shouyang Wang, Kin Keung Lai - New York : Springer, c2007. - xxiii, 313 p. : ill. ; 25 cm. - International series in operations research & management science ; v. 107 .

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.

9780387717197 (hbk.) 0387717196 (hbk.)


Foreign exchange rates--Forecasting
Neural networks (Computer science)

006.32 / YUL