Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Statistical methods; risk measures (91G70)
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Cites work
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- Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
Cited in
(25)- Regression neural network for error correction in foreign exchange forecasting and trading.
- Deep learning with long short-term memory networks for financial market predictions
- Soft computing hybrids for FOREX rate prediction: a comprehensive review
- TRANSFORM-ANN for online optimization of complex industrial processes: casting process as case study
- Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
- Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
- Exchange-rates forecasting: A hybrid algorithm based on genetically optimized adaptive neural networks
- News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
- Revealing pairs-trading opportunities with long short-term memory networks
- Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery
- A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
- Performance comparison between genetic algorithm and particle swarm optimization based on back propagation
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- Modelling and trading the English and German stock markets with novelty optimization techniques
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- A multi-objective pair trading strategy: integrating neural networks and cyclical insights for optimal trading performance
- Neural networks in financial trading
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