Forex market forecasting using machine learning: Systematic Literature Review and meta-analysis

M Ayitey Junior, P Appiahene, O Appiah, CN Bombie - Journal of Big Data, 2023 - Springer
Background When you make a forex transaction, you sell one currency and buy another. If
the currency you buy increases against the currency you sell, you profit, and you do this …

Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster

PR Jena, R Majhi, R Kalli, S Managi, B Majhi - Economic Analysis and …, 2021 - Elsevier
The ongoing COVID-19 pandemic has caused global health impacts, and governments
have restricted movements to a certain extent. Such restrictions have led to disruptions in …

Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms

V Ravi, D Pradeepkumar, K Deb - Swarm and Evolutionary Computation, 2017 - Elsevier
Abstract Financial Time Series Prediction is a complex and a challenging problem. In this
paper, we propose two 3-stage hybrid prediction models wherein Chaos theory is used to …

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 …

Analysis of the influence of international benchmark oil price on China's real exchange rate forecasting

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 …

Application of machine learning algorithms for sustainable business management based on macro-economic data: supervised learning techniques approach

MA Khan, K Abbas, MM Su'ud, AA Salameh, MM Alam… - Sustainability, 2022 - mdpi.com
Macroeconomic indicators are the key to success in the development of any country and are
very much important for the overall economy of any country in the world. In the past …

Performance analysis of a higher order neural network with an improved shuffled frog leaping algorithm for currency exchange rate prediction

R Dash - Applied Soft Computing, 2018 - Elsevier
Accurate and unbiased prediction of future currency exchange rate is always a potential field
of research in domain of financial time series analysis. In this paper, an attempt is urged to …

An intelligent event-sentiment-based daily foreign exchange rate forecasting system

M Yasir, MY Durrani, S Afzal, M Maqsood, F Aadil… - Applied Sciences, 2019 - mdpi.com
Financial time series analysis is an important research area that can predict various
economic indicators such as the foreign currency exchange rate. In this paper, a deep …

A Kalman filter-based hybridization model of statistical and intelligent approaches for exchange rate forecasting

M Khashei, B Mahdavi Sharif - Journal of Modelling in Management, 2021 - emerald.com
Purpose The purpose of this paper is to propose a comprehensive version of a hybrid
autoregressive integrated moving average (ARIMA), and artificial neural networks (ANNs) in …

An improved shuffled frog leaping algorithm based evolutionary framework for currency exchange rate prediction

R Dash - Physica A: Statistical Mechanics and its Applications, 2017 - Elsevier
Forecasting purchasing power of one currency with respect to another currency is always an
interesting topic in the field of financial time series prediction. Despite the existence of …