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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…

In todays global economy, accuracy in predicting macro-economic parameters such as the foreign the exchange rate or at least estimating the trend correctly is of key importance for any future investment. In recent times, the use of…

Statistical Finance · Quantitative Finance 2020-02-25 Manav Kaushik , A K Giri

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

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

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

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

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

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

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

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

We investigate the effectiveness of different machine learning methodologies in predicting economic cycles. We identify the deep learning methodology of Bi-LSTM with Autoencoder as the most accurate model to forecast the beginning and end…

General Economics · Economics 2021-07-26 Zihao Wang , Kun Li , Steve Q. Xia , Hongfu Liu

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

This paper presents the implementation of an advanced artificial intelligence-based algorithmic trading system specifically designed for the EUR-USD pair within the high-frequency environment of the Forex market. The methodological approach…

Artificial Intelligence · Computer Science 2025-11-21 Juan C. King , Jose M. Amigo

As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…

Machine Learning · Computer Science 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for…

Machine Learning · Computer Science 2024-06-04 Jingyang Wu , Xinyi Zhang , Fangyixuan Huang , Haochen Zhou , Rohtiash Chandra

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

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

This research systematically develops and evaluates various hybrid modeling approaches by combining traditional econometric models (ARIMA and ARFIMA models) with machine learning and deep learning techniques (SVM, XGBoost, and LSTM models)…

Trading and Market Microstructure · Quantitative Finance 2025-05-27 Dominik Stempień , Robert Ślepaczuk

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal
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