Exchange rate prediction using hybrid neural networks and trading indicators

Neurocomputing

Volumn 72, Issue 13-15, 2009, Pages 2815-2823

  Ni, He ^a,b   Yin, Hujun ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b ZHEJIANG GONGSHANG UNIVERSITY   (China)

Author keywords

Forex rate; Hybrid model; Neural networks; Time series modelling

Indexed keywords

COMMERCE; FINANCE; GENETIC ALGORITHMS; MIXTURES; NEURAL NETWORKS; REGRESSION ANALYSIS; TIME SERIES;

CONVERGENCE/DIVERGENCE; FOREIGN EXCHANGE RATES; HYBRID MODEL; HYBRID NEURAL NETWORKS; MODELLING AND PREDICTIONS; RELATIVE STRENGTH INDEX; SUPPORT VECTOR REGRESSION (SVR); TIME-SERIES MODELLING;

ELECTRONIC TRADING;

ARTICLE; ARTIFICIAL NEURAL NETWORK; BIOINFORMATICS; ECONOMICS; EXPERIMENTAL STUDY; GENETIC ALGORITHM; INTERMETHOD COMPARISON; PREDICTION; PRIORITY JOURNAL; REGRESSION ANALYSIS; STATISTICAL MODEL; SUPPORT VECTOR MACHINE;

EID: 77958504152     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2008.09.023     Document Type: Article

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