Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature

Ardiansyah, Soleh and Mazlina, Abdul Majid and Jasni, Mohamad Zain (2012) Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature. In: Proceeding National Conference for Postgraduate Research (NCON-PGR 2012) , 8-9 September 2012 , Universiti Malaysia Pahang. pp. 1-5..

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Abstract

Foreign exchange (Forex) is the global scale trading of currency and the most liquid financial market. Therefore, predicting Forex has been challenged for many years. On the other hand, Artificial Neural Network (ANN) was widely used by researchers as a prediction technique since it can provide the best prediction result. This paper surveys recent literature in the domain of ANN which used to forecast foreign exchange. This paper classifies the literature based on forecasting model, input data type, forecasting intervals, and evaluation method. This paper reveals progressive applications in addition to existing gap and less considered area and determines the future work of researchers.

Item Type:	Conference or Workshop Item (Lecture)
Uncontrolled Keywords:	Neural networks; Exchange rate; Forecasting; Time series
Subjects:	Q Science > QA Mathematics > QA76 Computer software
Faculty/Division:	Faculty of Computer System And Software Engineering
Depositing User:	Mr. Soleh Ardiansyah
Date Deposited:	25 Mar 2014 03:31
Last Modified:	21 May 2018 01:55
URI:	http://umpir.ump.edu.my/id/eprint/5186
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