Comparison of Machine Learning Classifiers for Exchange Rate Trend Forecasting.
Elissaios SarmasThemistoklis KoutsellisChristopher VerveridisThomas PapapolyzosStylianos ChoumasAnastasios BitsikasHaris Ch. DoukasPublished in: IISA (2022)
Keyphrases
- exchange rate
- machine learning
- foreign exchange
- machine learning methods
- decision trees
- machine learning algorithms
- financial time series
- machine learning approaches
- feature selection
- stock price
- long run
- currency exchange
- natural language processing
- training data
- supervised classification
- feature set
- risk aversion
- text classification
- turning points
- learning algorithm
- multiple classifier systems
- support vector
- learning classifier systems
- naive bayes
- reinforcement learning
- support vector machine
- data mining
- knowledge representation
- text mining
- state space
- information extraction
- knn
- named entities