A Robust and Dynamically Enhanced Neural Predictive Model for Foreign Exchange Rate Prediction.
Lingkai XingZhihong ManJinchuan ZhengTony CricentiMengqiu TaoPublished in: ELM (2018)
Keyphrases
- predictive model
- exchange rate
- prediction model
- neural network
- historical data
- artificial neural networks
- financial time series
- foreign exchange
- decision trees
- currency exchange
- data sets
- classification rules
- prediction accuracy
- probabilistic model
- stock price
- image classification
- long run
- feature extraction
- feature selection
- learning algorithm
- information retrieval
- data mining