Nonlinear difference equation forecasting engine for FOREX markets.

• Main Author: Tan, James Peng Lung.
• Other Authors: Cheong Siew Ann
• Format: Theses and Dissertations
• Language: English
• Published: 2012
• Subjects: DRNTU::Business::Finance::Foreign exchange; DRNTU::Science::Mathematics::Applied mathematics::Complex systems
• Online Access: http://hdl.handle.net/10356/49505
• Institution: Nanyang Technological University

In this study, we aim to find stable models that can be used to model the exchange rate time series using non-linear difference equations. Because the FOREX market is a dynamical system, we can expect the exchange rate to switch from model to model. Therefore, we can develop a forecasting engine that...