Research Catalog

Title

Foreign-exchange-rate forecasting with artificial neural networks / Lean Yu, Shouyang Wang, Kin Keung Lai.

Author

Yu, Lean.

Publication

New York : Springer Verlag, 2007.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Wang, Shouyang, 1958-
• Lai, Kin Keung.

Description

xxiii, 313 pages : illustrations; 25 cm.

Summary

"This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying 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."--BOOK JACKET.

Series Statement

International series in operations research & management science ; 107

Uniform Title

International series in operations research & management science ; 107.

Subjects

• Neural networks (Computer science)
• Foreign exchange rates > Forecasting

Bibliography (note)

• Includes bibliographical references (p. [291]-310) and index.

Contents

Pt. I. Forecasting Foreign Exchange Rates with Artificial Neural Networks: An Analytical Survey -- 1. Are Foreign Exchange Rates Predictable? - A Literature Review from Artificial Neural Networks Perspective -- Pt. II. Basic Learning Principles of Artificial Neural -- 2. Basic Learning Principles of Artificial Neural Networks -- 3. Data Preparation in Neural Network Data Analysis -- Pt. III. Individual Neural Network Models with Optimal Learning Rates and Adaptive Momentum Factors for Foreign Exchange Rates Prediction -- 4. Forecasting Foreign Exchange Rates Using an Adaptive Back-Propagation Algorithm with Optimal Factors for Foreign Exchange Rates Forecasting -- 6. An Improved BP Algorithm with Adaptive Smoothing Momentum Terms for Foreign Exchange Rates Prediction -- Pt. IV. Hybridizing ANN with Other Forecasting Forecasting -- 7. Hybridizing BPNN and Exponential Smoothing for Foreign -- 8. A Nonlinear Combined Model Hybridizing ANN and GLAR for Exchange Rates Forecasting -- 9. A Hybrid GA-Based SVM Model for Foreign Exchange Market Tendency Exploration -- Pt. V. Neural Network Ensemble for Foreign Exchange Rates Forecasting -- 10. Forecasting Foreign Exchange Rates with a Multistage Neural Network Ensemble Model -- 11. Neural Networks Meta-Learning for Foreign Exchange Rate Ensemble Forecasting -- 12. Predicting Foreign Exchange Market Movement Direction Using a Confidence-Based Neural Network Ensemble Model -- 13. Foreign Exchange Rates Forecasting with Multiple Candidate Models: Selecting or Combining? A Further Discussion -- Pt. VI. Developing an Intelligent Foreign Exchange Rates Forecasting and Trading Decision Support System -- 14. Developing an Intelligent Forex Rolling Forecasting and Trading Decision Support System I: Conceptual Framework, Modeling Techniques and System Implementations -- 15. Developing an Intelligent Forex Rolling Forecasting and Trading Decision Support System II: An Empirical and Comprehensive Assessment.

ISBN

• 9780387717197
• 0387717196

OCLC

• ocn154711864
• 154711864
• SCSB-5925415

Owning Institutions

Columbia University Libraries