Foreign exchange prediction and trading using deep belief neural network

This project would provide an analysis on the deep belief network (DBN). A DBN would be constructed by stacking layers of restricted Boltzmann machines (RBM), and its learning process will be optimized by various optimization methods. Differing number of inputs, hidden layer and its number of neuron...

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Main Author: Muhammad Bin Mustaffa
Other Authors: Wang Lipo
Format: Final Year Project
Language:English
Published: 2018
Subjects:
Online Access:http://hdl.handle.net/10356/76355
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-763552023-07-07T16:16:35Z Foreign exchange prediction and trading using deep belief neural network Muhammad Bin Mustaffa Wang Lipo School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems This project would provide an analysis on the deep belief network (DBN). A DBN would be constructed by stacking layers of restricted Boltzmann machines (RBM), and its learning process will be optimized by various optimization methods. Differing number of inputs, hidden layer and its number of neurons would also be implemented. A single exchange rate would be tested against a time period while three criteria would be considered to determine its performance. All this would be achieved by using a programming software called MATLAB. Bachelor of Engineering (Electrical and Electronic Engineering) 2018-12-20T02:35:25Z 2018-12-20T02:35:25Z 2018 Final Year Project (FYP) http://hdl.handle.net/10356/76355 en Nanyang Technological University 38 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
spellingShingle DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Muhammad Bin Mustaffa
Foreign exchange prediction and trading using deep belief neural network
description This project would provide an analysis on the deep belief network (DBN). A DBN would be constructed by stacking layers of restricted Boltzmann machines (RBM), and its learning process will be optimized by various optimization methods. Differing number of inputs, hidden layer and its number of neurons would also be implemented. A single exchange rate would be tested against a time period while three criteria would be considered to determine its performance. All this would be achieved by using a programming software called MATLAB.
author2 Wang Lipo
author_facet Wang Lipo
Muhammad Bin Mustaffa
format Final Year Project
author Muhammad Bin Mustaffa
author_sort Muhammad Bin Mustaffa
title Foreign exchange prediction and trading using deep belief neural network
title_short Foreign exchange prediction and trading using deep belief neural network
title_full Foreign exchange prediction and trading using deep belief neural network
title_fullStr Foreign exchange prediction and trading using deep belief neural network
title_full_unstemmed Foreign exchange prediction and trading using deep belief neural network
title_sort foreign exchange prediction and trading using deep belief neural network
publishDate 2018
url http://hdl.handle.net/10356/76355
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