Overview
- The book’s modeling framework is multi-level enabling agent of an intelligent foreign-exchange-rate-forecasting methodology. Adding to the methodology is a decision-support system, which can be delivered by both a client/server model and widely-used web technologies
- Because of the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange-rate forecasting, managers, analysts and technical practitioners in financial institutions across the world will have considerable interest in the book, as well as scholars and graduate students studying financial markets and business forecast
- Includes supplementary material: sn.pub/extras
Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 107)
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Table of contents (15 chapters)
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Forecasting Foreign Exchange Rates with Artificial Neural Networks: An Analytical Survey
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Basic Learning Principles of Artificial Neural Networks and Data Preparation
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Individual Neural Network Models with Optimal Learning Rates and Adaptive Momentum Factors for Foreign Exchange Rates Prediction
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Hybridizing ANN with Other Forecasting Techniques for Foreign Exchange Rates Forecasting
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Neural Network Ensemble for Foreign Exchange Rates Forecasting
Keywords
About this book
Reviews
From the reviews:
"This monograph consisting of six parts focuses on forecasting exchange rates via artificial neural networks (ANNs) and it is based on the fruit of a very pleasant scientific cooperation between three genuine academic researchers. …The academic researchers together with the business practitioners interested in the recent developments concerning the forecasting foreign exchange rates with ANNs will find in this book an excellent reference." (Vasile Postolica, Zentralblatt MATH, Vol. 1125 (2), 2008)
Authors and Affiliations
Bibliographic Information
Book Title: Foreign-Exchange-Rate Forecasting with Artificial Neural Networks
Authors: Lean Yu, Shouyang Wang, Kin Keung Lai
Series Title: International Series in Operations Research & Management Science
DOI: https://doi.org/10.1007/978-0-387-71720-3
Publisher: Springer New York, NY
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag US 2007
Hardcover ISBN: 978-0-387-71719-7Published: 02 August 2007
Softcover ISBN: 978-1-4419-4404-7Published: 25 November 2010
eBook ISBN: 978-0-387-71720-3Published: 26 February 2010
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number: 1
Number of Pages: XXIII, 316
Topics: Finance, general, Macroeconomics/Monetary Economics//Financial Economics, Artificial Intelligence, Quantitative Finance, Operations Research/Decision Theory, Computational Mathematics and Numerical Analysis