Forecast of Foreign Exchange Rate Trend Based on Time Series Similarity.
Yaxin QuKaixuan ZhaoPublished in: ICISCAE (ACM) (2021)
Keyphrases
- exchange rate
- financial time series
- turning points
- stock price
- foreign exchange
- currency exchange
- similarity measure
- autoregressive integrated moving average
- exponential smoothing
- stock market
- short term
- arima model
- distance measure
- box jenkins
- phase space reconstruction
- risk aversion
- early warning
- long run
- non stationary
- longest common subsequence
- forecasting accuracy
- chaotic time series
- euclidean distance
- financial data
- moving average
- machine learning
- dynamic time warping
- edit distance
- decision support system
- reinforcement learning
- learning algorithm