Foreign exchange market prediction with multiple classifiers
From MaRDI portal
Publication:3065510
DOI10.1002/for.1124zbMath1204.91104MaRDI QIDQ3065510
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
Hurst exponent; machine learning; efficient market hypothesis; model ensemble; foreign exchange market prediction
91B82: Statistical methods; economic indices and measures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bagging predictors
- Practical method for determining the minimum embedding dimension of a scalar time series
- Multilayer feedforward networks are universal approximators
- A Reality Check for Data Snooping
- Portfolio Analysis in a Stable Paretian Market
- Fractional Brownian Motions, Fractional Noises and Applications
- Noisy time series prediction using recurrent neural networks and grammatical inference