Forecasting exchange rate using deep belief networks and conjugate gradient method.
Furao ShenJing ChaoJinxi ZhaoPublished in: Neurocomputing (2015)
Keyphrases
- exchange rate
- conjugate gradient method
- deep belief networks
- deep learning
- unsupervised learning
- foreign exchange
- restricted boltzmann machine
- objective function
- conjugate gradient
- probabilistic model
- generative model
- machine learning
- stock price
- long run
- currency exchange
- learning algorithm
- conditional random fields
- sufficient conditions
- knn
- support vector