Intraday Ultra-Short-Term Forecasting of Foreign Exchange Rates using an Ensemble of Neural Networks based on Conventional Technical Indicators.
Theodoros ZafeiriouDimitris KallesPublished in: SETN (2020)
Keyphrases
- exchange rate
- short term
- technical indicators
- stock price
- foreign exchange
- neural network
- stock market
- financial time series
- long term
- electric load forecasting
- financial markets
- financial data
- currency exchange
- short term and long term
- short and long term
- short term prediction
- long term memory
- medium term
- forecasting model
- long run
- trading systems
- non stationary
- power generation
- neural network model
- recurrent neural networks
- artificial neural networks
- fault diagnosis
- chaotic time series
- fuzzy logic
- sufficient conditions
- historical data
- learning algorithm