A case study on using neural networks to perform technical forecasting of forex

No abstract is available for this paper.

• Publication year

  2000

• Venue

  Neurocomputing

• Publication date

  2000-09-01

• Fields of study

  Computer Science, Economics

• Identifiers
  DOI 10.1016/S0925-2312(00)00300-3
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• The stock market

  2002cited by this paper
• A bibliography of neural network business applications research: 1994-1998

  2000cited by this paper
• Fractals and Intrinsic Time - a Challenge to Econometricians

  1999cited by this paper
• How effective are neural networks at forecasting and prediction? A review and evaluation

  1998cited by this paper
• Neural network applications in business: A review and analysis of the literature (1988-1995)

  1997cited by this paper
• Foreign Exchange Rates Forecasting with Neural NetworksJingtao

  1996cited by this paper
• Chaos and Order in the Capital Markets: A New View of Cycles, Prices, and Market Volatility

  1996influential reference
• A bibliography of neural network business applications research: 1988–September 1994

  1995cited by this paper
• Time Series Prediction : Forecasting The Future And Understanding The Past

  1994cited by this paper
• Time Series Prediction: Forecasting the Future and Understanding the Past

  1994cited by this paper
• Stock performance modeling using neural networks: A comparative study with regression models

  1994cited by this paper
• Non-Linear Predictive Models for Intra-Day Foreign Exchange Trading

  1994cited by this paper
• Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets

  1994cited by this paper
• Time Series Prediction: Forecasting the Future and Understanding the Past. Proceedings of the NATO Advanced Research Workshop on a Comparative Time Series Analysis Held in Santa Fe, New Mexico, 14-17 May 1992.

  1994cited by this paper
• Forecasting and trading strategy for the foreign exchange market

  1993cited by this paper
• The Merits of Active Currency Risk Management: Evidence from International Bond Portfolios

  1993cited by this paper
• Dependency Analysis and Neural Network Modeling of Currency Exchange Rates

  1993cited by this paper
• Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4

  1992cited by this paper
• Chaos and order in the capital markets

  1991influential reference
• Generalization by weight-elimination applied to currency exchange rate prediction

  1991cited by this paper
• Neurocomputing

  1990cited by this paper
• Learning in Artificial Neural Networks: A Statistical Perspective

  1989cited by this paper
• Structural Time Series Models and the Kalman Filter

  1989cited by this paper
• Parallel Distributed Processing: Explorations in the Micro-structure of Cognition

  1989cited by this paper
• Explorations In Parallel Distributed Processing

  1988cited by this paper
• Parallel distributed processing: explorations in the microstructure of cognition, vol. 1: foundations

  1986cited by this paper
• Time Series Analysis: Forecasting and Control

  1978cited by this paper
• Time series analysis, forecasting and control

  1972cited by this paper
• The Stock Market.

  1957cited by this paper
• Long-Term Storage Capacity of Reservoirs

  1951cited by this paper

• Artificial neural networks in forex rate prediction: vetting the past and charting the future using bibliometric analysis

  2026cites this paper
• Enhanced financial market forecasting using a hybrid deep learning prediction model with encoder-decoder architecture

  2026cites this paper
• Predictive modeling of foreign exchange trading signals using machine learning techniques

  2025cites this paper
• Sliding Window-Based Randomized K-Fold Dynamic ANN for Next-Day Stock Trend Forecasting

  2025cites this paper
• Forecasting Commodity Prices Using Futures: The Case of Copper

  2025influential citation
• Forecasting time series using convolutional neural network with multiplicative neuron

  2025cites this paper
• A Proposed Framework for the Automobile Registration System Using Blockchain

  2024cites this paper
• Application of Machine Learning in Stock Market Return Forecasting

  2024cites this paper
• A novel crude oil price forecasting model using decomposition and deep learning networks

  2024cites this paper
• Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment

  2024cites this paper
• The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies

  2024cites this paper
• Investigating profitability of Technical Trading Rules around COVID pandemic: Evidence from PSX

  2024cites this paper
• Algorithmic Forex Trading: Expert Advisor Implementation of Automated Strategies

  2024cites this paper
• An algorithmic trading system based on a stacked generalization model and hidden Markov model in the foreign exchange market

  2023cites this paper
• Identifying the Factors that influence the Process Optimization of New Investment Appraisal

  2023cites this paper
• Forecasting the United State Dollar(USD)/Bangladeshi Taka (BDT) exchange rate with deep learning models: Inclusion of macroeconomic factors influencing the currency exchange rates

  2023cites this paper
• Weak-form market efficiency and corruption: a cross-country comparative analysis

  2023cites this paper
• Exchange Rate Forecasting in Money Market

  2023cites this paper
• Monthly ship price forecasting based on multivariate variational mode decomposition

  2023cites this paper
• A combined prediction system for PM2.5 concentration integrating spatio-temporal correlation extracting, multi-objective optimization weighting and non-parametric estimation

  2023cites this paper
• BERTFOREX: Cascading Model for Forex Market Forecasting using Fundamental and Technical Indicator Data based on BERT

  2022cites this paper
• A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events

  2022cites this paper
• A Hybrid BRNN-ARIMA Model for Financial Time Series Forecasting

  2022cites this paper
• A convolutional neural network based approach to financial time series prediction

  2022influential citation
• Intraday Trading Strategy based on Gated Recurrent Unit and Convolutional Neural Network: Forecasting Daily Price Direction

  2022cites this paper
• Hybrid modified weighted water cycle algorithm and Deep Analytic Network for forecasting and trend detection of forex market indices

  2022cites this paper
• Modeling the British Pound Sterling to Nigerian Naira Exchange Rate During the Covid-19 Pandemic

  2021cites this paper
• Designing Strategies for Autonomous Stock Trading Agents using a Random Forest Approach

  2021cites this paper
• Strategic Unification of Artificial Intelligence in Foreign Direct Investment Application Forms

  2021influential citation
• How good are analyst forecasts of oil prices

  2021cites this paper
• Multi-Step-Ahead Exchange Rate Forecasting For South Asian Countries Using Multi-Verse Optimized Multiplicative Functional Link Neural Networks

  2021cites this paper
• Do conventional currencies hedge cryptocurrencies?

  2021cites this paper
• Comparison of Statistical and Machine Learning Algorithms for Forecasting Daily Bitcoin Returns

  2021cites this paper
• Günlük Bitcoin Değerini Tahmin Etmek İçin İstatistiksel ve Makine Öğrenimi Algoritmalarının Karşılaştırılması

  2021cites this paper
• An improved ensemble learning method for exchange rate forecasting based on complementary effect of shallow and deep features

  2021cites this paper
• A dimension reduction method for stock-price prediction using multiple predictors

  2021cites this paper
• Background and State-of-the-Art

  2021cites this paper
• Deep learning-based exchange rate prediction during the COVID-19 pandemic

  2021cites this paper
• Recurrent Neural Networks and ARIMA Models for Euro/Dollar Exchange Rate Forecasting

  2021cites this paper
• A novel committee machine and reviews of neural network and statistical models for currency exchange rate prediction: An experimental analysis

  2020cites this paper
• Application of Machine Learning Algorithms in Stock Market Prediction

  2020cites this paper
• A Large Dimensional VAR Model with Time-Varying Parameters for Daily Forex Forecasting

  2020cites this paper
• Stock Market Volatility and Return Analysis: A Systematic Literature Review

  2020cites this paper
• Evaluation of Deep Neural Network in Directional Prediction of Forex Market

  2020cites this paper
• Modelling the Currency Exchange Rates Using Support Vector Regression

  2020cites this paper
• Forex trend forecasting based on long short term memory and its variations with hybrid activation functions

  2020influential citation
• Machine Learning and Finance

  2020cites this paper
• The role of attribute selection in Deep ANNs learning framework for high-frequency financial trading

  2020cites this paper
• A Large Dimensional VAR Model with Time-Varying Parameters for Daily Forex Forecasting

  2020cites this paper
• Technology, Adaptation and the Efficient Market Hypothesis

  2020cites this paper
• Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods

  2020cites this paper
• Ensemble of machine learning algorithms for cryptocurrency investment with different data resampling methods

  2020cites this paper
• Network-based direction of movement prediction in financial markets

  2020cites this paper
• Modeling of frequency containment reserve prices with econometrics and artificial intelligence

  2020cites this paper
• Time series modelling, NARX neural network and hybrid KPCA–SVR approach to forecast the foreign exchange market in Mauritius

  2020cites this paper
• An Behavioral Finance Analysis Using Learning Vector An Behavioral Finance Analysis Using Learning Vector Quantization in the Taiwan Stock Market Index Future Quantization in the Taiwan Stock Market Index Future

  2020cites this paper
• Neural network forecasting in prediction Sharpe ratio: Evidence from EU debt market

  2020cites this paper
• Event-Driven LSTM For Forex Price Prediction

  2020cites this paper
• Modelling the Currency Exchange Rates Using Support Vector Regression

  2020cites this paper
• Short-term Forecasting Ability of Hybrid Models for BRIC Currencies

  2020cites this paper
• Neural Network for Forecasting High Price and Low Price on Foreign Exchange Market

  2020cites this paper
• Soft multicriteria computing supporting decisions on the Forex market

  2020cites this paper
• Candlestick—The Main Mistake of Economy Research in High Frequency Markets

  2020cites this paper
• Forecasting currency exchange rate time series with fireworks-algorithm-based higher order neural network with special attention to training data enrichment

  2020cites this paper
• Prediction of Exchange Rate in a Cloud Computing Environment Using Machine Learning Tools

  2020cites this paper
• Stock price prediction using principal components

  2020cites this paper
• Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting

  2020cites this paper
• A Kalman filter-based hybridization model of statistical and intelligent approaches for exchange rate forecasting

  2020cites this paper
• Machine learning versus econometric jump models in predictability and domain adaptability of index options

  2019cites this paper
• Spatial Error Distribution and Error Cause Analysis of TMPA-3B42V7 Satellite-Based Precipitation Products over Mainland China

  2019cites this paper
• Classification of the Symbolic Financial Data on the Forex Market

  2019cites this paper
• APPLYING SINGULAR SPECTRUM ANALYSIS AND ARIMA-GARCH FOR FORECASTING EUR/USD EXCHANGE RATE

  2019cites this paper
• Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?

  2019cites this paper
• Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods

  2019cites this paper
• A deep increasing-decreasing-linear neural network for financial time series prediction

  2019cites this paper
• Enhancing the context-aware FOREX market simulation using a parallel elastic network model

  2019cites this paper
• Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination

  2019cites this paper
• Review for Optimisation of Neural Networks With Genetic Algorithms and Design of Experiments in Stock Market Prediction

  2019cites this paper
• Using Text Mining to Predicate Exchange Rates with Sentiment Indicators

  2019cites this paper
• Mixture of Activation Functions With Extended Min-Max Normalization for Forex Market Prediction

  2019cites this paper
• Adaptive detection of FOREX repetitive chart patterns

  2019cites this paper
• Robust FOREX Trading with Deep Q Network (DQN)

  2019influential citation
• Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network

  2019cites this paper
• Forecasting Foreign Currency Exchange Price using Long Short-Term Memory with K-Nearest Neighbor Method

  2019cites this paper
• Machine learning in finance: A topic modeling approach

  2019cites this paper
• Accuracy evaluation of GPM multi-satellite precipitation products in the hydrological application over alpine and gorge regions with sparse rain gauge network

  2019cites this paper
• Profitability of alternative methods of combining the signals from technical trading systems

  2019cites this paper
• Outdoor Propagation Pathloss Model for UMTS Networks using Feedforward Backpropagation Neural Network: Case of Addis Ababa, Ethiopia

  2019cites this paper
• Improving prediction performance for indoor temperature in public buildings based on a novel deep learning method

  2019cites this paper
• Neural Network Approach to Predicting

  2018cites this paper
• Analyzing predictive performance of linear models on high-frequency currency exchange rates

  2018cites this paper
• Foreign currency exchange rate prediction using neuro-fuzzy systems

  2018cites this paper
• A fuzzy neural network combined with technical indicators and its application to Baltic Dry Index forecasting

  2018cites this paper
• Elliott Wave Pattern Recognition for Forecasting GBP/USD Foreign Exchange Market

  2018cites this paper
• Forecasting Daily Forex Using Large Dimensional Vector Autoregression with Time-Varying Parameters

  2018cites this paper
• Financial time series forecasting using hybrid wavelet-neural model

  2018cites this paper
• ENMX: An elastic network model to predict the FOREX market evolution

  2018cites this paper
• Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage

  2018cites this paper
• A prediction based model for forex markets combining Genetic Algorithms and Neural Networks

  2018cites this paper
• A review and empirical analysis of neural networks based exchange rate prediction

  2018cites this paper