Exchange rate forecasting using echo state networks for trading strategies.
Leandro MacielFernando A. C. GomideDavid SantosRosangela BalliniPublished in: CIFEr (2014)
Keyphrases
- exchange rate
- trading strategies
- echo state networks
- financial markets
- recurrent neural networks
- stock price
- stock market
- foreign exchange
- test bed
- trading agents
- financial time series
- trading systems
- currency exchange
- computer programs
- long run
- portfolio selection
- stock exchange
- early warning
- resource allocation
- short term
- long term
- artificial intelligence
- portfolio optimization
- machine learning