Hybrid decomposition and deep learning approach for data-driven FOREX forecasting optimization

DOI10.1007/S10898-025-01505-5MaRDI QIDQ6834652zbMATH OpenFDO

Authors Michail G. Papatsimpas, K. E. Parsopoulos

Publication date 31 March 2026

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-025-01505-5

zbMATH Keywords

algorithmic tradingdata-driven optimizationdeep learningempirical mode decompositionFOREX

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Artificial neural networks and deep learning (68T07) Nonconvex programming, global optimization (90C26) Economic time series analysis (91B84)

Cites work

• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• scientific article; zbMATH DE number 2205359 (Why is no real title available?)
• Learning representations by back-propagating errors
• Particle swarm optimization in electromagnetics
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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