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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…

无序系统与神经网络 · 物理学 2016-08-31 V. V. Kondratenko , Yu. A Kuperin

Accurate software development effort estimation is critical to the success of software projects. Although many techniques and algorithmic models have been developed and implemented by practitioners, accurate software development effort…

软件工程 · 计算机科学 2015-12-02 Wei Lin Du , Luiz Fernando Capretz , Ali Bou Nassif , Danny Ho

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…

人工智能 · 计算机科学 2025-11-21 Juan C. King , Jose M. Amigo

Nearly one-half of all trades in financial markets are executed by high-speed, autonomous computer programs -- a type of trading often called high-frequency trading (HFT). Although evidence suggests that HFT increases the efficiency of…

交易与市场微观结构 · 定量金融 2013-11-19 Benjamin Myers , Austin Gerig

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

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…

High-speed computerized trading, often called "high-frequency trading" (HFT), has increased dramatically in financial markets over the last decade. In the US and Europe, it now accounts for nearly one-half of all trades. Although evidence…

交易与市场微观结构 · 定量金融 2012-11-09 Austin Gerig

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

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

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

We analyze structure of the world foreign currency exchange (FX) market viewed as a network of interacting currencies. We analyze daily time series of FX data for a set of 63 currencies, including gold, silver and platinum. We group…

统计金融 · 定量金融 2009-06-03 Jaroslaw Kwapien , Sylwia Gworek , Stanislaw Drozdz , Andrzej Gorski

Good software cost prediction is important for effective project management such as budgeting, project planning and control. In this paper, we present an intelligent approach to software cost prediction. By integrating the neuro-fuzzy…

软件工程 · 计算机科学 2015-08-04 Xishi Huang , Luiz Fernando Capretz , Danny Ho , Jing Ren

We propose a hybrid forecast model based on discrete grey-fuzzy Markov and grey neural network model and show that our hybrid model can improve much more the performance of forecast than traditional grey-Markov model and neural network…

计算工程、金融与科学 · 计算机科学 2012-07-11 Gol Kim , Ri Suk Yun

In this paper we study data from financial markets using an information-theory tool that we call the normalised Mutual Information Rate and show how to use it to infer the underlying network structure of interrelations in foreign currency…

统计方法学 · 统计学 2018-07-04 Yong K. Goh , Haslifah M. Hasim , Chris G. Antonopoulos

Software project estimation is crucial aspect in delivering software on time and on budget. Software size is an important metric in determining the effort, cost, and productivity. Today, source lines of code and function point are the most…

软件工程 · 计算机科学 2015-08-26 Justin Wong , Danny Ho , Luiz Fernando Capretz

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

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…

机器学习 · 计算机科学 2022-05-24 Sucharita Atha , Bharath Kumar Bolla

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 foreign exchange market has taken an important role in the global financial market. While foreign exchange trading brings high-yield opportunities to investors, it also brings certain risks. Since the establishment of the foreign…

统计金融 · 定量金融 2021-08-09 Mimansa Rana , Nanxiang Mao , Ming Ao , Xiaohui Wu , Poning Liang , Matloob Khushi

Predicting the time to build software is a very complex task for software engineering managers. There are complex factors that can directly interfere with the productivity of the development team. Factors directly related to the complexity…

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