Support vector machine (SVM) has appeared as a powerful tool for forecasting forex market and demonstrated better performance over other methods, e.g., neural network or ARIMA based model. SVM-based forecasting model necessitates the selection of appropriate kernel function and values of free parameters: regularization parameter and ε– insensitive loss function. In this paper, we investigate th...

The stylized facts of univariate high-frequency data in finance are well known; see Dacorogna et al. (2001). In Breymann et al. (2003) we analyzed bivariate high frequency forex data as a function of the sampling frequency, however treating the data as iid. In the present paper, using the data from Breymann et al. (2003), we model the dynamics as GARCH type processes and investigate the stylize...

Mosaic View is a mosaic picture composed of small pieces that contain images. The images used for the pieces can be arbitrary, so the overall image depicted in the mosaic can be independent of the images constituting the parts. The mosaic can display a modest overall image containing rich information using many small images. This article describe one method for making a mosaic, as well as sever...

We document the calibration of the local volatility in a framework similar to Coleman, Li and Verma. The quality of a surface is assessed through a functional to be optimized; the specificity of the approach is to separate the optimization (performed with any suitable optimization algorithm) from the computation of the functional where we use an adjoint (as in L. Jiang et. al.) to obtain an app...

The foreign exchange market's high complexity and risk demand advanced trading systems. This paper aims to explore the establishment optimization of a automated system enhance efficiency management. Firstly, introduces characteristics market existing methods. Then, it analyzes advantages challenges Next, proposes framework based on technical analysis machine learning for system, discussing its ...

Finally, it is argued that whilst forex the most popular asset traded, its price movements are more difficult to predict and much smaller compared with stocks shares commodities, making even for traders trade them successfully.

AbstractForeign Exchange (FOREX) is a decentralized global market for exchanging currencies. The Forex enormous, and it operates 24 h day. Along with country-specific factors, trading influenced by cross-country ties variety of events. Recent pandemic scenarios such as COVID19 local elections can also have significant impact on pricing. We tested compared various predictions external elements n...