Leslie, Tiong Ching Ow and David, Chek Ling Ngo and Lee, Yunli (2016) Prediction of Forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms. Journal of Information and Communication Technology, 15 (2). pp. 117-140. ISSN 2180-3862
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Foreign Exchange Currency prediction has become a challenging task since the late 1970s due to uncertainty movement of exchange rates.However, most researchers in this area were neglecting to analyse trend patterns from historical Forex data as input features. Thus, this motivates us to investigate possibility of repeated trend patterns from historical Forex data. This paper aims to investigate the repeated trend patterns as features from historical Forex data, which proposes new combination techniques - Linear Regression Line, two-stage of Multi-Layer Perceptron and Dynamic Time Warping algorithms in order to improve the performance of prediction significantly, thus achieving greater accuracy
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Foreign exchange currency prediction; forex trend movement; multi-layer perceptron; linear regression line; dynamic time warping. |
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | School of Computing |
| Depositing User: | Mrs. Norazmilah Yaakub |
| Date Deposited: | 29 Apr 2018 01:43 |
| Last Modified: | 29 Apr 2018 01:43 |
| URI: | https://repo.uum.edu.my/id/eprint/24071 |
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