Foreign exchange prediction and trading using deep belief neural network

• Main Author: Huang, Melvin Jin Wei
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/138862
• Institution: Nanyang Technological University

Foreign exchange rate prediction is never an easy task due to the size of the foreign exchange market and the different influences in the market. In this report, neural network is used as a modelling technique to predict currency prices. Continuous Restricted Boltzmann Machine (CRBM) makes use of a...