Essays about: "foreign currency forecasting"

Found 4 essays containing the words foreign currency forecasting.

  1. 1. Effective Sampling and Windowingfor an Artificial Neural Network Model Used in Currency Exchange Rate Forecasting

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Sam Johansson; Shayan Nafar; [2017]
    Keywords : ;

    Abstract : Financial forecasting is a field of great interest in academia and economy. The subfield of exchangerate prediction is of considerable value to practically every entity operating within the financialmarket. READ MORE

  3. 2. Identifying Challenges Faced by Foreign Exchange Robots Designers

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Cesar Kisangani Makombe; [2015-03-31]
    Keywords : Challenges; Automated; Foreign Exchange; Forex; Robot; Financial computing;

    Abstract : The international currency market Forex, provides interesting opportunities in terms of wealth. Open twenty four hours a day and five days a week, the market provides a large number of currency pairs to trade. READ MORE

  4. 3. Currency Trading in the FX market : Will spectral analysis improve technical forecasting?

    University essay from IHH, Redovisning och finansiering; IHH, Företagsekonomi

    Author : Gustaf Haag; Jessica Häggman; Jacob Mattsson; [2010]
    Keywords : Technical analysis; foreign exchange market; spectral analysis; Fourier transform; Teknisk analys; valutamarknad; spektralanalys; Fourier transform;

    Abstract : Background: The efficient market hypothesis asserts that one cannot consistently achieve returns in excess of market returns by trading on publicly available information. Since there is no collective market return in the foreign exchange (FX) market, it has generally been perceived as impossible to consistently generate a profit. READ MORE

  5. 4. Algorithmic Trading : Hidden Markov Models on Foreign Exchange Data

    University essay from Matematiska institutionen

    Author : Patrik Idvall; Conny Jonsson; [2008]
    Keywords : Algorithmic Trading; Exponentially Weighted Expectation Maximization Algorithm; Foreign Exchange; Gaussian Mixture Models; Hidden Markov Models;

    Abstract : In this master's thesis, hidden Markov models (HMM) are evaluated as a tool for forecasting movements in a currency cross. With an ever increasing electronic market, making way for more automated trading, or so called algorithmic trading, there is constantly a need for new trading strategies trying to find alpha, the excess return, in the market. READ MORE