Level estimation, classification and probability distribution architectures for trading the EUR/USD exchange rate.
Andreas LindemannChristian L. DunisPaulo J. G. LisboaPublished in: Neural Comput. Appl. (2005)
Keyphrases
- decision makers
- exchange rate
- foreign exchange
- currency exchange
- probability distribution
- financial markets
- utility function
- short run
- stock price
- financial time series
- classification accuracy
- long run
- image classification
- risk aversion
- training set
- early warning
- feature extraction
- support vector machine
- decision trees
- maximum likelihood estimation
- classification method
- stock market
- text classification
- data mining
- trading systems
- long term
- feature space
- knowledge base
- learning algorithm
- machine learning