Foreign exchange prediction and trading using computational intelligence

Currently, with the expanding of foreign exchange market, more and more people begin to realize the importance of foreign exchange prediction, especially with advanced technology. This is a general review and comparison of different foreign exchange prediction systems that are based on comp...

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Bibliographic Details
Main Author: Xia, Bowen
Other Authors: Wang Lipo
Format: Theses and Dissertations
Language:English
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/10356/65189
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Institution: Nanyang Technological University
Language: English
Description
Summary:Currently, with the expanding of foreign exchange market, more and more people begin to realize the importance of foreign exchange prediction, especially with advanced technology. This is a general review and comparison of different foreign exchange prediction systems that are based on computational intelligence. During those years, various methods have been carried out for the prediction and trading of foreign exchange based on computational intelligence. In this review, the analyses of different systems used for foreign exchange rate prediction and trading will be introduced, and their results will be compared as well. Moreover, different opinions will be stated where relevant research questions are to be expected. Key words: Foreign Exchange; Prediction; Trading; Computational Intelligence; Nonlinear time series data; Neural-fuzzy network; Genetic Algorithm; Support vector regression