Foreign Exchange Rates Forecasting with Neural Networks
نویسندگان
چکیده
| In this paper, a neural network based foreign exchange rates forecasting method is discussed. Neural networks with time series and technical indicators as inputs are built to capture the underlying \rules" of the movement in currency exchange rates. Before using historical data to train the neural networks, the traditional R/S analysis is used to test the \eeciency" of each market. The study shows that without the use of extensive market data or knowledge, useful prediction can be made and signiicant paper proot can be achieved with simple technical indicators.
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تاریخ انتشار 1996