Foreign-Exchange-Rate Forecasting With Artificial Neural Networks

Authors:

ISBN: 978-0-387-71719-7 (Print) 978-0-387-71720-3 (Online)

Table of contents (15 chapters)

  1. Front Matter

    Pages i-xxiii

  2. Forecasting Foreign Exchange Rates with Artificial Neural Networks: An Analytical Survey

    1. Front Matter

      Pages 2-2

    2. No Access

      Book Chapter

      Pages 3-23

      Are Foreign Exchange Rates Predictable? — A Literature Review from Artificial Neural Networks Perspective

  3. Basic Learning Principles of Artificial Neural Networks and Data Preparation

    1. Front Matter

      Pages 26-26

    2. No Access

      Book Chapter

      Pages 27-37

      Basic Learning Principles of Artificial Neural Networks

    3. No Access

      Book Chapter

      Pages 39-62

      Data Preparation in Neural Network Data Analysis

  4. Individual Neural Network Models with Optimal Learning Rates and Adaptive Momentum Factors for Foreign Exchange Rates Prediction

    1. Front Matter

      Pages 64-64

    2. No Access

      Book Chapter

      Pages 65-85

      Forecasting Foreign Exchange Rates Using an Adaptive Back-Propagation Algorithm with Optimal Learning Rates and Momentum Factors

    3. No Access

      Book Chapter

      Pages 87-100

      An Online BP Learning Algorithm with Adaptive Forgetting Factors for Foreign Exchange Rates Forecasting

    4. No Access

      Book Chapter

      Pages 101-118

      An Improved BP Algorithm with Adaptive Smoothing Momentum Terms for Foreign Exchange Rates Prediction

  5. Hybridizing ANN with Other Forecasting Techniques for Foreign Exchange Rates Forecasting

    1. Front Matter

      Pages 120-120

    2. No Access

      Book Chapter

      Pages 121-131

      Hybridizing BPNN and Exponential Smoothing for Foreign Exchange Rate Prediction

    3. No Access

      Book Chapter

      Pages 133-153

      A Nonlinear Combined Model Hybridizing ANN and GLAR for Exchange Rates Forecasting

    4. No Access

      Book Chapter

      Pages 155-173

      A Hybrid GA-Based SVM Model for Foreign Exchange Market Tendency Exploration

  6. Neural Network Ensemble for Foreign Exchange Rates Forecasting

    1. Front Matter

      Pages 176-176

    2. No Access

      Book Chapter

      Pages 177-202

      Forecasting Foreign Exchange Rates with a Multistage Neural Network Ensemble Model

    3. No Access

      Book Chapter

      Pages 203-216

      Neural Networks Meta-Learning for Foreign Exchange Rate Ensemble Forecasting

    4. No Access

      Book Chapter

      Pages 217-231

      Predicting Foreign Exchange Market Movement Direction Using a Confidence-Based Neural Network Ensemble Model

    5. No Access

      Book Chapter

      Pages 233-245

      Foreign Exchange Rates Forecasting with Multiple Candidate Models: Selecting or Combining? A Further Discussion

  7. Developing an Intelligent Foreign Exchange Rates Forecasting and Trading Decision Support System

    1. Front Matter

      Pages 248-248

    2. No Access

      Book Chapter

      Pages 249-274

      Developing an Intelligent Forex Rolling Forecasting and Trading Decision Support System I: Conceptual Framework, Modeling Techniques and System Implementations

    3. No Access

      Book Chapter

      Pages 275-289

      Developing an Intelligent Forex Rolling Forecasting and Trading Decision Support System II: An Empirical and Comprehensive Assessment

  8. Back Matter

    Pages 291-313