Foreign exchange market prediction with multiple classifiers

DOI10.1002/FOR.1124MaRDI QIDQ3065510zbMATH OpenOpenAlexFDO

Authors Bo Qian, Khaled Rasheed

Publication date 6 January 2011

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.1124

zbMATH Keywords

efficient market hypothesisforeign exchange market predictionHurst exponentmachine learningmodel ensemble

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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• Bagging predictors
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• Multilayer feedforward networks are universal approximators
• Noisy time series prediction using recurrent neural networks and grammatical inference
• Portfolio Analysis in a Stable Paretian Market
• Practical method for determining the minimum embedding dimension of a scalar time series

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