Foreign exchange prediction and trading using computational intelligence

• Main Author: Xia, Bowen
• Other Authors: Wang Lipo
• Format: Theses and Dissertations
• Language: English
• Published: 2015
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Electronic systems
• Online Access: http://hdl.handle.net/10356/65189
• Institution: Nanyang Technological University

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