Please use this identifier to cite or link to this item: https://doi.org/10.1109/ICIII.2008.302
Title: Forecast Forex With ANN using fundamental data
Authors: Eng, M.H.
Li, Y.
Wang, Q.-G. 
Lee, T.H. 
Keywords: Artificial neural network
Foreign exchange rate
Fundamental economic data
Issue Date: 2008
Source: Eng, M.H., Li, Y., Wang, Q.-G., Lee, T.H. (2008). Forecast Forex With ANN using fundamental data. Proceedings of the International Conference on Information ManagementProceedings of the International Conference on Information Management, Innovation Management and Industrial Engineering, ICIII 2008 1 : 279-282. ScholarBank@NUS Repository. https://doi.org/10.1109/ICIII.2008.302
Abstract: An effective foreign exchange (Forex) trading decision is usually dependent on effective forex forecasting. This paper reports empirical evidence that an artificial neural network (ANN) is applicable to the prediction of foreign exchange rates. The architecture of the network and the related algorithms are described. The effects of the choice of inputs into a neural network model are examined. Except for the normally used time series data and technical indicators, fundamental indicators such as interest rates and gross domestic products are fed into the neural networks to see if any relationship may be captured and improve the predictive capabilities of the model. © 2008 IEEE.
Source Title: Proceedings of the International Conference on Information ManagementProceedings of the International Conference on Information Management, Innovation Management and Industrial Engineering, ICIII 2008
URI: http://scholarbank.nus.edu.sg/handle/10635/70360
ISBN: 9780769534350
DOI: 10.1109/ICIII.2008.302
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

5
checked on Dec 6, 2017

WEB OF SCIENCETM
Citations

3
checked on Nov 19, 2017

Page view(s)

24
checked on Dec 10, 2017

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.