A Bahrammirzaee - Neural Computing and Applications, 2010 - Springer
Nowadays, many current real financial applications have nonlinear and uncertain behaviors which change across the time. Therefore, the need to solve highly nonlinear, time variant …
L Ryll, S Seidens - arXiv preprint arXiv:1906.07786, 2019 - arxiv.org
With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer …
J Wang, X Niu, L Zhang, Z Liu, D Wei - Resources Policy, 2022 - Elsevier
Achieving accurate exchange rate forecasts has a significant impact in construction of international trade and currency markets. However, because of the volatility of exchange …
Cryptocurrency has grown outstandingly in recent years. Additional events throughout the planet have acknowledged the significance of embracing numeral benefits virtually with …
CS Lin, SH Chiu, TY Lin - Economic Modelling, 2012 - Elsevier
To address the nonlinear and non-stationary characteristics of financial time series such as foreign exchange rates, this study proposes a hybrid forecasting model using empirical …
TTL Chong, WK Ng, VKS Liew - Journal of risk and financial management, 2014 - mdpi.com
Chong and Ng (2008) find that the Moving Average Convergence–Divergence (MACD) and Relative Strength Index (RSI) rules can generate excess return in the London Stock …
Financial time series forecasting has become a challenge because it is noisy, non-stationary and chaotic. Most of the existing forecasting models for this problem do not take market …
J Wang, X Niu, Z Liu, L Zhang - Engineering Applications of Artificial …, 2020 - Elsevier
The exchange rate forecasting plays an important role in the economic and financial fields. Oil price fluctuations have a great impact on the country's economic activity. Based on the …
Technical indicators are widely used in Forex and other financial markets which are the building blocks of many trading systems. A trading system is based on technical indicators or …