Foreign exchange prediction and trading using restricted boltzmann machines

Forecasting the exchange rate is a challenging task since the exchange market is a very complicated system with many latent variables and great randomness. In this report, by stacking up Continuous Restricted Boltzmann machines (CRBMs) which is a modified version of Restricted Boltzmann Machines (RB...

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Bibliographic Details
Main Author: Peng, Hongyi
Other Authors: Wang Lipo
Format: Final Year Project
Language:English
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10356/78030
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Institution: Nanyang Technological University
Language: English