An investigation into the recurring patterns of forex time series data

Countless theories have been developed by both researchers and financial analyst in an attempt to explain the fluctuation of forex price. By obtaining an intimate understanding of the forex market, traders will hopefully be able to forecast and react to forex price oscillations on-the-fly towards...

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Main Authors: Yong, Yoke Leng *, Lee, Yunli *, Ngo, David Chek Ling *
Format: Book Section
Language:English
Published: Springer 2015
Subjects:
Online Access:http://eprints.sunway.edu.my/318/1/An%20Investigation%20Into%20the%20Recurring%20Patterns%20of%20Forex%20Time%20Series%20Data.pdf
http://eprints.sunway.edu.my/318/
http://link.springer.com/book/10.1007/978-3-319-20469-7
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spelling my.sunway.eprints.3182019-04-26T07:45:00Z http://eprints.sunway.edu.my/318/ An investigation into the recurring patterns of forex time series data Yong, Yoke Leng * Lee, Yunli * Ngo, David Chek Ling * QA Mathematics Countless theories have been developed by both researchers and financial analyst in an attempt to explain the fluctuation of forex price. By obtaining an intimate understanding of the forex market, traders will hopefully be able to forecast and react to forex price oscillations on-the-fly towards making a profitable investment. In this paper, an investigation into the underlying theory that there exists repeating patterns within the time series data which forms the basis of technical analysis is conducted. The assumption that certain patterns do develop over time and the forex market does not fluctuate in a random manner is used to establish the fact that history repeats itself in forex trading. The patterns and repetitions unveiled within the forex historical data would be an important element for forex forecasting. Springer 2015 Book Section PeerReviewed text en http://eprints.sunway.edu.my/318/1/An%20Investigation%20Into%20the%20Recurring%20Patterns%20of%20Forex%20Time%20Series%20Data.pdf Yong, Yoke Leng * and Lee, Yunli * and Ngo, David Chek Ling * (2015) An investigation into the recurring patterns of forex time series data. In: Advances in Swarm and Computational Intelligence 6th International Conference, ICSI 2015 held in conjunction with the Second BRICS Congress, CCI 2015, Beijing, China, June 25-28, 2015, Proceedings Part III. Lecture Notes in Computer Science (9142). Springer, pp. 87-97. ISBN 978-3-319-20468-0 http://link.springer.com/book/10.1007/978-3-319-20469-7 Doi:10.1007/978-3-319-20469-7_11
institution Sunway University
building Sunway Campus Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Sunway University
content_source Sunway Institutional Repository
url_provider http://eprints.sunway.edu.my/
language English
topic QA Mathematics
spellingShingle QA Mathematics
Yong, Yoke Leng *
Lee, Yunli *
Ngo, David Chek Ling *
An investigation into the recurring patterns of forex time series data
description Countless theories have been developed by both researchers and financial analyst in an attempt to explain the fluctuation of forex price. By obtaining an intimate understanding of the forex market, traders will hopefully be able to forecast and react to forex price oscillations on-the-fly towards making a profitable investment. In this paper, an investigation into the underlying theory that there exists repeating patterns within the time series data which forms the basis of technical analysis is conducted. The assumption that certain patterns do develop over time and the forex market does not fluctuate in a random manner is used to establish the fact that history repeats itself in forex trading. The patterns and repetitions unveiled within the forex historical data would be an important element for forex forecasting.
format Book Section
author Yong, Yoke Leng *
Lee, Yunli *
Ngo, David Chek Ling *
author_facet Yong, Yoke Leng *
Lee, Yunli *
Ngo, David Chek Ling *
author_sort Yong, Yoke Leng *
title An investigation into the recurring patterns of forex time series data
title_short An investigation into the recurring patterns of forex time series data
title_full An investigation into the recurring patterns of forex time series data
title_fullStr An investigation into the recurring patterns of forex time series data
title_full_unstemmed An investigation into the recurring patterns of forex time series data
title_sort investigation into the recurring patterns of forex time series data
publisher Springer
publishDate 2015
url http://eprints.sunway.edu.my/318/1/An%20Investigation%20Into%20the%20Recurring%20Patterns%20of%20Forex%20Time%20Series%20Data.pdf
http://eprints.sunway.edu.my/318/
http://link.springer.com/book/10.1007/978-3-319-20469-7
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