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The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…

Any discussion on exchange rate movements and forecasting should include explanatory variables from both the current account and the capital account of the balance of payments. In this paper, we include such factors to forecast the value of…

Statistical Finance · Quantitative Finance 2016-07-08 Tamal Datta Chaudhuri , Indranil Ghosh

Accurate exchange rate prediction is fundamental to financial stability and international trade, positioning it as a critical focus in economic and financial research. Traditional forecasting models often falter when addressing the inherent…

Machine Learning · Computer Science 2024-12-30 Shuchen Meng , Andi Chen , Chihang Wang , Mengyao Zheng , Fangyu Wu , Xupeng Chen , Haowei Ni , Panfeng Li

Foreign currency exchange plays a vital role for trading of currency in the financial market. Due to its volatile nature, prediction of foreign currency exchange is a challenging task. This paper presents different machine learning…

Computer Vision and Pattern Recognition · Computer Science 2024-05-27 Swagat Ranjit

This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to…

Disordered Systems and Neural Networks · Physics 2016-08-31 V. V. Kondratenko , Yu. A Kuperin

A large part of the workforce, and growing every day, is originally from India. India one of the second largest populations in the world, they have a lot to offer in terms of jobs. The sheer number of IT workers makes them a formidable…

Neural and Evolutionary Computing · Computer Science 2012-05-15 Yusuf Perwej , Asif Perwej

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

Statistical Finance · Quantitative Finance 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

This study introduces a novel approach for EUR/USD exchange rate forecasting that integrates deep learning, textual analysis, and particle swarm optimization (PSO). By incorporating online news and analysis texts as qualitative data, the…

Computational Engineering, Finance, and Science · Computer Science 2025-06-30 Hongcheng Ding , Xiangyu Shi , Ruiting Deng , Salaar Faroog , Deshinta Arrova Dewi , Shamsul Nahar Abdullah , Bahiah A Malek

In a natural market environment, the price prediction model needs to be updated in real time according to the data obtained by the system to ensure the accuracy of the prediction. In order to improve the user experience of the system, the…

Computational Finance · Quantitative Finance 2023-07-14 Zhu Bangyuan

The Foreign Exchange market is a significant market for speculators, characterized by substantial transaction volumes and high volatility. Accurately predicting the directional movement of currency pairs is essential for formulating a sound…

Statistical Finance · Quantitative Finance 2024-10-08 Kevin Cedric Guyard , Michel Deriaz

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

The complexity and ambiguity of financial and economic systems, along with frequent changes in the economic environment, have made it difficult to make precise predictions that are supported by theory-consistent explanations. Interpreting…

Statistical Finance · Quantitative Finance 2023-03-29 Davood Pirayesh Neghab , Mucahit Cevik , M. I. M. Wahab

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Machine Learning · Computer Science 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

The article is concerned with the problem of multi-step financial time series forecasting of Foreign Exchange (FX) rates. To address this problem, we introduce a regression network termed RegPred Net. The exchange rate to forecast is…

Statistical Finance · Quantitative Finance 2022-05-12 Linwei Li , Paul-Amaury Matt , Christian Heumann

Asset value forecasting has always attracted an enormous amount of interest among researchers in quantitative analysis. The advent of modern machine learning models has introduced new tools to tackle this classical problem. In this paper,…

Machine Learning · Computer Science 2020-09-22 Firuz Kamalov , Ikhlaas Gurrib

Accurate forecasting of the EUR/USD exchange rate is crucial for investors, businesses, and policymakers. This paper proposes a novel framework, IUS, that integrates unstructured textual data from news and analysis with structured data on…

Computational Finance · Quantitative Finance 2025-06-30 Hongcheng Ding , Xuanze Zhao , Ruiting Deng , Shamsul Nahar Abdullah , Deshinta Arrova Dewi

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

Statistical Finance · Quantitative Finance 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

Recent studies have shown the classification and prediction power of the Neural Networks. It has been demonstrated that a NN can approximate any continuous function. Neural networks have been successfully used for forecasting of financial…

Neural and Evolutionary Computing · Computer Science 2018-02-09 Bogdan Oancea , ŞTefan Cristian Ciucu

Foreign Exchange (FOREX) is a decentralised global market for exchanging currencies. The Forex market is enormous, and it operates 24 hours a day. Along with country-specific factors, Forex trading is influenced by cross-country ties and a…

Machine Learning · Computer Science 2022-05-24 Sucharita Atha , Bharath Kumar Bolla
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