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相关论文: Enhancing Forex Forecasting Accuracy: The Impact o…

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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…

统计金融 · 定量金融 2024-10-08 Kevin Cedric Guyard , Michel Deriaz

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…

计算金融 · 定量金融 2025-06-30 Hongcheng Ding , Xuanze Zhao , Ruiting Deng , Shamsul Nahar Abdullah , Deshinta Arrova Dewi

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…

计算工程、金融与科学 · 计算机科学 2025-06-30 Hongcheng Ding , Xiangyu Shi , Ruiting Deng , Salaar Faroog , Deshinta Arrova Dewi , Shamsul Nahar Abdullah , Bahiah A Malek

The Foreign Exchange (Forex) is a large decentralized market, on which trading analysis and algorithmic trading are popular. Research efforts have been focusing on proof of efficiency of certain technical indicators. We demonstrate,…

统计金融 · 定量金融 2021-06-01 Nikolay Ivanov , Qiben Yan

The report presents with the development and optimisation of an enhanced algorithmic trading strategy through the use of historical S&P 500 market data and earnings call sentiment analysis. The proposed strategy integrates various technical…

人工智能 · 计算机科学 2026-03-24 Owen Nyo Wei Yuan , Victor Tan Jia Xuan , Ong Jun Yao Fabian , Ryan Tan Jun Wei

In a universe with a single currency, there would be no foreign exchange market, no foreign exchange rates, and no foreign exchange. Over the past twenty-five years, the way the market has performed those tasks has changed enormously. The…

人工智能 · 计算机科学 2016-11-17 Ajith Abraham

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

交易与市场微观结构 · 定量金融 2021-12-17 Koya Ishikawa , Kazuhide Nakata

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

计算金融 · 定量金融 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

The intricate behavior patterns of financial markets are influenced by fundamental, technical, and psychological factors. During times of high volatility and regime shifts causes many traditional strategies like trend-following or…

计算金融 · 定量金融 2026-01-28 Varun Narayan Kannan Pillai , Akshay Ajith , Sumesh K J

We propose a Genetic Programming architecture for the generation of foreign exchange trading strategies. The system's principal features are the evolution of free-form strategies which do not rely on any prior models and the utilization of…

神经与进化计算 · 计算机科学 2014-11-11 Simone Cirillo , Stefan Lloyd , Peter Nordin

Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…

交易与市场微观结构 · 定量金融 2024-11-22 Sahand Hassanizorgabad

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

计算金融 · 定量金融 2025-08-05 Wěi Zhāng

Technical analysis is used to discover investment opportunities. To test this hypothesis we propose an hybrid system using machine learning techniques together with genetic algorithms. Using technical analysis there are more ways to…

机器学习 · 计算机科学 2018-05-30 Gonçalo Abreu , Rui Neves , Nuno Horta

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…

统计金融 · 定量金融 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

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…

机器学习 · 计算机科学 2024-12-30 Shuchen Meng , Andi Chen , Chihang Wang , Mengyao Zheng , Fangyu Wu , Xupeng Chen , Haowei Ni , Panfeng Li

Forecasting central bank policy decisions remains a persistent challenge for investors, financial institutions, and policymakers due to the wide-reaching impact of monetary actions. In particular, anticipating shifts in the U.S. federal…

投资组合管理 · 定量金融 2025-07-01 Fiona Xiao Jingyi , Lili Liu

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…

机器学习 · 计算机科学 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

The majority of studies in the field of AI guided financial trading focus on purely applying machine learning algorithms to continuous historical price and technical analysis data. However, due to non-stationary and high volatile nature of…

统计金融 · 定量金融 2021-02-03 Ling Qi , Matloob Khushi , Josiah Poon

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 this study, we propose a fuzzy system for conducting short-term transactions in the forex market. The system is designed to enhance common strategies in the forex market using fuzzy logic, thereby improving the accuracy of transactions.…

系统与控制 · 电气工程与系统科学 2025-07-10 Mustafa Shabani , Alireza Nasiri , Hassan Nafardi
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