A case study on using neural networks to perform technical forecasting of forex

@article{Yao2000ACS,
  title={A case study on using neural networks to perform technical forecasting of forex},
  author={Jingtao Yao and Chew Lim Tan},
  journal={Neurocomputing},
  year={2000},
  volume={34},
  pages={79-98}
}
This paper reports empirical evidence that a neural network model is applicable to the prediction of foreign exchange rates. Time series data and technical indicators, such as moving average, are fed to neural networks to capture the underlying `rulesa of the movement in currency exchange rates. The exchange rates between American Dollar and "ve other major currencies, Japanese Yen, Deutsch Mark, British Pound, Swiss Franc and Australian Dollar are forecast by the trained neural networks. The… CONTINUE READING
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