Foreign-Exchange-Rate Forecasting With Artificial Neural Networks

• Main Authors: Yu, Lean (Author), Wang, Shouyang (Author), Lai, Kin Keung (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2007.
• Series: International Series in Operations Research & Management Science, 107
• Subjects: Finance.; Operations research.; Decision making.; Artificial intelligence.; Economics, Mathematical.; Computer mathematics.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.; Artificial Intelligence (incl. Robotics).; Quantitative Finance.; Operation Research/Decision Theory.; Computational Mathematics and Numerical Analysis.

The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some importa...