Corpus ID: 236493298

Feature importance recap and stacking models for forex price prediction

  title={Feature importance recap and stacking models for forex price prediction},
  author={Yunzeng Li and Yanan Xie and Chen Yu and Fangxing Yu and Bo Jiang and Matloob Khushi},
Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep learning plays a more and more important role in forex forecasting. How to use deep learning models to predict future price is the primary purpose of most researchers. Such prediction not only helps investors and traders make decisions, but also can be used for auto… Expand


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Portfolio Optimization with 2D Relative-Attentional Gated Transformer
  • Tae Wan Kim, Matloob Khushi
  • Computer Science, Economics
  • 2020 IEEE Asia-Pacific Conference on Computer Science and Data Engineering (CSDE)
  • 2020
A novel Deterministic Policy Gradient with 2D Relative-attentional Gated Transformer model that better understands the peculiar structure of the financial data in the portfolio optimization domain and outperformed baseline models and demonstrated its effectiveness. Expand
Forecasting price movements using technical indicators: Investigating the impact of varying input window length
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