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

By: Yu, Lean.
Contributor(s): Wang, Shouyang | Lai, Kin Keung.
Series: International series in operations research & management science ; v. 107. Publisher: New York : Springer, c2007Description: xxiii, 313 p. : ill. ; 25 cm.ISBN: 9780387717197 (hbk.); 0387717196 (hbk.).Subject(s): Foreign exchange rates -- Forecasting | Neural networks (Computer science)DDC classification: 006.32
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.
Item type Current location Shelf location Call number Copy number Status Notes Date due Barcode
Main Collection Taylor's Library-TU

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

 006.32 YUL (Browse shelf) 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.