Though machine learning has been applied to the foreign exchange market for algorithmic trading for quiet some time now, and neural networks(NN) have been shown to yield positive results, in most modern approaches the NN systems are optimized through traditional methods like the backpropagation algorithm for example, and their input signals are price lists, and lists composed of other technical...

The interrelationship between equity, bond, commodity and forex movements can provide investors with abundant trading opportunities regardless of whether one market is trending upward or downward. Hence, to understand the interlinkage markets, this study examines long-run causal linkage forex, G-sec bonds, oil prices, gold rates, foreign institutional investment (FII) flows, equity sectoral ind...