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Book Cover
Author Yu, Lean

Title Foreign-exchange-rate forecasting with artificial neural networks / Lean Yu, Shouyang Wang, Kin Keung Lai
Published New York : Springer, ©2007


Description 1 online resource (xxiii, 313 pages) : illustrations
Series International series in operations research & management science ; 107
International series in operations research & management science ; 107
Contents Preface -- Are foreign exchange rates predictable? An anatomy of a survey from artificial neural networks perspective -- Basic principles of ANN algorithms -- Data preparation in neural network data analysis -- Forecasting foreign exchange rates using an adaptive back-propagation algorithm with optimal learning rate and momentum factor -- An online learning algorithm with adaptive forgetting factors for BP neural network in foreign exchange rate forecasting -- An improved BP algorithm with adaptive smoothing momentum terms for foreign exchange rate prediction -- Hybridizing BPNN and exponential smoothing for foreign exchange rate prediction -- A nonlinear combined model integrating ANN and GLAR for exchange rate forecasting -- A hybrid GA-based SVM model for foreign exchange market trends exploration -- Forecasting foreign exchange rates with a multistage neural network ensemble model -- Foreign exchange rate ensemble forecasting with neural network meta-learning -- A confidence-based neural network ensemble model for predicting foreign exchange market movement direction -- Foreign exchange rates forecasting with multiple candidate models: selecting or combining? -- Developing an intelligent Forex rolling forecasting and trading decision support system I: conceptual framework, modeling techniques and system implementation: developing an intelligent Forex rolling forecasting and trading decision support system II-An empirical and comprehensive assessment -- References -- Subject index -- Author index
Summary The book focuses on forecasting foreign exchange rates via artificial neural networks. It creates and applies the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange-rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges. Foreign Exchange Rate Forecasting with Artificial Neural Networks is targeted at both the academic and practitioner audiences. Managers, analysts and technical practitioners in financial institutions across the world will have considerable interest in the book, and scholars and graduate students studying financial markets and business forecast will also have considerable interest in the book
Analysis economie
management science
operationeel onderzoek
operations research
computer techniques
banking sector
kunstmatige intelligentie
artificial intelligence
computational mathematics
numerieke wiskunde
numerical mathematics
computer sciences
Management studies, Business Administration, Organizational Science (General)
Management, bedrijfskunde, organisatiekunde (algemeen)
Bibliography Includes bibliographical references (pages 291-310) and index
Notes Print version record
Subject Foreign exchange rates -- Forecasting
Neural networks (Computer science)
Science économique.
Economie de l'entreprise.
Foreign exchange rates -- Forecasting.
Neural networks (Computer science)
Neuronales Netz
Operations Research
Neurale netwerken.
Kunstmatige intelligentie.
Form Electronic book
Author Wang, Shouyang, 1958-
Lai, Kin Keung
ISBN 9780387717203