Coverart for item
The Resource Foreign-exchange-rate forecasting with artificial neural networks, Lean Yu, Shouyang Wang, Kin Keung Lai, (electronic resource)

Foreign-exchange-rate forecasting with artificial neural networks, Lean Yu, Shouyang Wang, Kin Keung Lai, (electronic resource)

Label
Foreign-exchange-rate forecasting with artificial neural networks
Title
Foreign-exchange-rate forecasting with artificial neural networks
Statement of responsibility
Lean Yu, Shouyang Wang, Kin Keung Lai
Creator
Contributor
Subject
Language
eng
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
Member of
http://library.link/vocab/creatorName
Yu, Lean
Dewey number
332.456
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1958-
http://library.link/vocab/relatedWorkOrContributorName
  • Wang, Shouyang
  • Lai, Kin Keung
Series statement
International series in operations research & management science
Series volume
107
http://library.link/vocab/subjectName
  • Foreign exchange rates
  • Neural networks (Computer science)
Label
Foreign-exchange-rate forecasting with artificial neural networks, Lean Yu, Shouyang Wang, Kin Keung Lai, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [291]-310) and index
Color
multicolored
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
Control code
ocn655862530
Dimensions
unknown
Extent
1 online resource (xxiii, 313 p.)
Form of item
online
Isbn
9780387717203
Other physical details
ill
Publisher number
11923282
Specific material designation
remote
System control number
(OCoLC)655862530
Label
Foreign-exchange-rate forecasting with artificial neural networks, Lean Yu, Shouyang Wang, Kin Keung Lai, (electronic resource)
Publication
Bibliography note
Includes bibliographical references (p. [291]-310) and index
Color
multicolored
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
Control code
ocn655862530
Dimensions
unknown
Extent
1 online resource (xxiii, 313 p.)
Form of item
online
Isbn
9780387717203
Other physical details
ill
Publisher number
11923282
Specific material designation
remote
System control number
(OCoLC)655862530

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