Using Recurrent Neural Networks to Forecasting of Forex

Using Recurrent Neural Networks to Forecasting of Forex pdf Using Recurrent Neural Networks to Forecasting of Forex pdf Using Recurrent Neural Networks to Forecasting of Forex pdf

Using Recurrent Neural Networks to Forecasting of Forex .pdf - Content

This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to capture the underlying “rules” of the movement in currency exchange rates. The trained recurrent neural networks forecast the exchange rates between American Dollar and four other major currencies, Japanese Yen, Swiss Frank, British Pound and EURO.

Various statistical estimates of forecast quality have been carried out. Obtained results show, that neural networks are able to give forecast with coefficient of multiple determination not worse then 0.65. Linear and nonlinear statistical data preprocessing, such as Kolmogorov-Smirnov test and Hurst exponents for each currency were calculated and analyzed.

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Author: Kondratenko | Language: | Pages: 23 | Format: .pdf | File: Dir2 |

Using Recurrent Neural Networks to Forecasting of Forex.pdf 281 kb

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