Towards Intelligent Automation (IA): literature review on the evolution of Robotic Process Automation (RPA), its challenges, and future trends

J Siderska, L Aunimo, T Süße, J von Stamm… - … in Production and …, 2023 - sciendo.com
ABSTRACT Robotic Process Automation (RPA) and Artificial Intelligence (AI) integration
offer great potential for the future of corporate automation and increased productivity. RPA …

Recurrent neural networks and ARIMA models for euro/dollar exchange rate forecasting

P Escudero, W Alcocer, J Paredes - Applied Sciences, 2021 - mdpi.com
Analyzing the future behaviors of currency pairs represents a priority for governments,
financial institutions, and investors, who use this type of analysis to understand the …

Artificial neural network and time series modeling based approach to forecasting the exchange rate in a multivariate framework

TD Chaudhuri, I Ghosh - arXiv preprint arXiv:1607.02093, 2016 - arxiv.org
Any discussion on exchange rate movements and forecasting should include explanatory
variables from both the current account and the capital account of the balance of payments …

A hybrid artificial neural network-GJR modeling approach to forecasting currency exchange rate volatility

AA Baffour, J Feng, EK Taylor - Neurocomputing, 2019 - Elsevier
The study examines the integration of an asymmetric Glosten, Jagannathan, and Runkle
(GJR) model into an artificial neural network (ANN) comprising of a NARX (Nonlinear …

Forecasting directional changes in the fx markets

A Bakhach, EPK Tsang… - 2016 IEEE Symposium …, 2016 - ieeexplore.ieee.org
Most of existing studies sample markets' prices as time series when developing models to
predict market's trend. Directional Changes (DC) is an approach to summarize market prices …

Linear and nonlinear trading models with gradient boosted random forests and application to Singapore stock market

Q Qin, QG Wang, J Li, SS Ge - Journal of Intelligent …, 2013 - publish.journalgazett.co.in
This paper presents new trading models for the stock market and test whether they are able
to consistently generate excess returns from the Singapore Exchange (SGX). Instead of …

The impact of foreign stock market indices on predictions volatility of the WIG20 index rates of return using neural networks

E Fraszka-Sobczyk, A Zakrzewska - Computational Economics, 2024 - Springer
The paper investigates the issue of volatility of stock index returns on the Warsaw Stock
Exchange (WIG20 index returns volatility). The purpose of this review is to compare how …

Time series modelling, NARX neural network and hybrid KPCA–SVR approach to forecast the foreign exchange market in Mauritius

LMM Amelot, U Subadar Agathee… - African Journal of …, 2021 - emerald.com
Purpose This study constructs time series model, artificial neural networks (ANNs) and
statistical topologies to examine the volatility and forecast foreign exchange rates. The …

Predicting direction of stock prices index movement using artificial neural networks: The case of Libyan financial market

N Masoud - British Journal of Economics …, 2014 - science.oadigitallibraries.com
Aims: The aim of this paper is to present techniques indicators of artificial neural networks
(ANNs) model using for predicting the exact movements of stock price in the daily Libyan …

Volatility analysis of the Romanian exchange rate

E Pelinescu - Procedia Economics and Finance, 2014 - Elsevier
Volatility has been traditionally analysed from the perspective of economic cycles and only
recently as an autonomous process with a major influence on different macroeconomic …