Soft computing hybrids for FOREX rate prediction: A comprehensive review

D Pradeepkumar, V Ravi - Computers & Operations Research, 2018 - Elsevier
Foreign exchange rate prediction is an important problem in finance and it attracts many
researchers owing to its complex nature and practical applications. Even though this …

A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems

A Bahrammirzaee - Neural Computing and Applications, 2010 - Springer
Nowadays, many current real financial applications have nonlinear and uncertain behaviors
which change across the time. Therefore, the need to solve highly nonlinear, time variant …

Evaluating the performance of machine learning algorithms in financial market forecasting: A comprehensive survey

L Ryll, S Seidens - arXiv preprint arXiv:1906.07786, 2019 - arxiv.org
With increasing competition and pace in the financial markets, robust forecasting methods
are becoming more and more valuable to investors. While machine learning algorithms offer …

The influence of international oil prices on the exchange rates of oil exporting countries: Based on the hybrid copula function

J Wang, X Niu, L Zhang, Z Liu, D Wei - Resources Policy, 2022 - Elsevier
Achieving accurate exchange rate forecasts has a significant impact in construction of
international trade and currency markets. However, because of the volatility of exchange …

Machine learning algorithm for cryptocurrencies price prediction

JB Awotunde, RO Ogundokun, RG Jimoh… - Artificial intelligence for …, 2021 - Springer
Cryptocurrency has grown outstandingly in recent years. Additional events throughout the
planet have acknowledged the significance of embracing numeral benefits virtually with …

Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting

CS Lin, SH Chiu, TY Lin - Economic Modelling, 2012 - Elsevier
To address the nonlinear and non-stationary characteristics of financial time series such as
foreign exchange rates, this study proposes a hybrid forecasting model using empirical …

Revisiting the Performance of MACD and RSI Oscillators

TTL Chong, WK Ng, VKS Liew - Journal of risk and financial management, 2014 - mdpi.com
Chong and Ng (2008) find that the Moving Average Convergence–Divergence (MACD) and
Relative Strength Index (RSI) rules can generate excess return in the London Stock …

A novel text mining approach to financial time series forecasting

B Wang, H Huang, X Wang - Neurocomputing, 2012 - Elsevier
Financial time series forecasting has become a challenge because it is noisy, non-stationary
and chaotic. Most of the existing forecasting models for this problem do not take market …

Analysis of the influence of international benchmark oil price on China's real exchange rate forecasting

J Wang, X Niu, Z Liu, L Zhang - Engineering Applications of Artificial …, 2020 - Elsevier
The exchange rate forecasting plays an important role in the economic and financial fields.
Oil price fluctuations have a great impact on the country's economic activity. Based on the …

Heuristic based trading system on Forex data using technical indicator rules

M Ozturk, IH Toroslu, G Fidan - Applied Soft Computing, 2016 - Elsevier
Technical indicators are widely used in Forex and other financial markets which are the
building blocks of many trading systems. A trading system is based on technical indicators or …