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A Review on Recent Advancements in FOREX Currency Prediction
16 references·1 citing·51 second hopsampled
A Review on Recent Advancements in FOREX Currency Prediction (2020)A Review on Recent Advancements in FOREX …Literature review: Machine learning techniques applied to financial market prediction (2019)Literature review: Machine le…Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network (2017)Forecasting financial time se…Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms (2017)Financial time series predict…Text mining of news-headlines for FOREX market prediction: A Multi-layer Dimension Reduction Algorithm with semantics and sentiment (2014)Text mining of news-headlines…Text mining for market prediction: A systematic review (2014)Text mining for market predic…A hybrid model for exchange rate prediction (2005)A hybrid model for exchange r…A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (2004)A novel nonlinear ensemble fo…Time series forecasting using a hybrid ARIMA and neural network model (2003)Time series forecasting using…Regression neural network for error correction in foreign exchange forecasting and trading (2003)Regression neural network for…Forecasting of currency exchange rates using ANN: a case study (2003)Forecasting of currency excha…Real trading patterns and prices in spot foreign exchange markets (2002)Real trading patterns and pri…Forecasting daily foreign exchange rates using genetically optimized neural networks (2002)Forecasting daily foreign exc…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence (1998)The use of fundamental and te…High-Frequency Data and Volatility in Foreign-Exchange Rates (1996)High-Frequency Data and Volat…Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis (1990)Statistical study of foreign …Comparative Analysis of Recurrent Neural Networks in Stock Price Prediction for Different Frequency Domains (2021)Comparative Analysis of Recur…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Empirical exchange rate models of the seventies (1983)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (2006)Microstructure Noise, Realized Variance, and Optimal Sampling (2008)Parametric and Nonparametric Volatility Measurement (2010)Expectations and Exchange Rate Dynamics (1976)The Noise Trader Approach to Finance (1990)Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2005)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)The Variation of Certain Speculative Prices (1963)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2004)Multi-scaling in finance (2007)Multifractal analysis of financial markets: a review (2019)The Combination of Forecasts (1969)Time Series Analysis: Forecasting and Control (1977)An investigation and comparison of artificial neural network and time series models for Chinese food grain price forecasting (2007)Bitcoin price forecasting with neuro-fuzzy techniques (2019)Hybrid structures in time series modeling and forecasting: A review (2019)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Twitter mood predicts the stock market (2011)A survey of the applications of text mining in financial domain (2016)Deep learning for stock market prediction from financial news articles (2017)Listening to Chaotic Whispers (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Forecasting with artificial neural networks: (1998)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Sentiment analysis on social media for stock movement prediction (2015)Temporal Relational Ranking for Stock Prediction (2019)Deep learning for financial applications : A survey (2020)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Generalized autoregressive conditional heteroskedasticity (1986)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Fine-tuned support vector regression model for stock predictions (2021)Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM (2022)Theory building with big data-driven research – Moving away from the “What” towards the “Why” (2020)Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process (2021)Machine learning techniques and data for stock market forecasting: A literature review (2022)
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References

  • 2003Time series forecasting using a hybrid ARIMA and neural network model4,469 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2014Text mining for market prediction: A systematic review616 cited
  • 1996High-Frequency Data and Volatility in Foreign-Exchange Rates570 cited
  • 2019Literature review: Machine learning techniques applied to financial market prediction560 cited
  • 1990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis482 cited
  • 1998The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence340 cited
  • 2014Text mining of news-headlines for FOREX market prediction: A Multi-layer Dimension Reduction Algorithm with semantics and sentiment276 cited
  • 2004A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates259 cited
  • 2017Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network189 cited
  • 2002Forecasting daily foreign exchange rates using genetically optimized neural networks172 cited
  • 2005A hybrid model for exchange rate prediction155 cited
  • 2003Regression neural network for error correction in foreign exchange forecasting and trading151 cited
  • 2002

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Real trading patterns and prices in spot foreign exchange markets
138 cited
  • 2017Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms131 cited
  • 2003Forecasting of currency exchange rates using ANN: a case study131 cited
  • Cited by

    • 2021Comparative Analysis of Recurrent Neural Networks in Stock Price Prediction for Different Frequency Domains42 cited