Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature
Foreign exchange (Forex) is the global scale trading of currency and the most liquid financial market. Therefore, predicting Forex has been challenged for many years. On the other hand, Artificial Neural Network (ANN) was widely used by researchers as a prediction technique since it can provide the...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/5186/1/NCON-PGR_2012_Ardiansyah_Soleh.pdf |
| _version_ | 1825821623064723456 |
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| author | Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain |
| author_facet | Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain |
| author_sort | Ardiansyah, Soleh |
| collection | UMP |
| description | Foreign exchange (Forex) is the global scale trading of currency and the most liquid financial market. Therefore, predicting Forex has been challenged for many years. On the other hand, Artificial Neural Network (ANN) was widely used by researchers as a prediction technique since it can provide the best prediction result. This paper surveys recent literature in the domain of ANN which used to forecast foreign exchange. This paper classifies the literature based on forecasting model, input data type, forecasting intervals, and evaluation method. This paper reveals progressive applications in addition to existing gap and less considered area and determines the future work of researchers. |
| first_indexed | 2024-03-06T11:44:20Z |
| format | Conference or Workshop Item |
| id | UMPir5186 |
| institution | Universiti Malaysia Pahang |
| language | English |
| last_indexed | 2024-03-06T11:44:20Z |
| publishDate | 2012 |
| record_format | dspace |
| spelling | UMPir51862018-05-21T01:55:41Z http://umpir.ump.edu.my/id/eprint/5186/ Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain QA76 Computer software Foreign exchange (Forex) is the global scale trading of currency and the most liquid financial market. Therefore, predicting Forex has been challenged for many years. On the other hand, Artificial Neural Network (ANN) was widely used by researchers as a prediction technique since it can provide the best prediction result. This paper surveys recent literature in the domain of ANN which used to forecast foreign exchange. This paper classifies the literature based on forecasting model, input data type, forecasting intervals, and evaluation method. This paper reveals progressive applications in addition to existing gap and less considered area and determines the future work of researchers. 2012-09-08 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/5186/1/NCON-PGR_2012_Ardiansyah_Soleh.pdf Ardiansyah, Soleh and Mazlina, Abdul Majid and Jasni, Mohamad Zain (2012) Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature. In: Proceeding National Conference for Postgraduate Research (NCON-PGR 2012) , 8-9 September 2012 , Universiti Malaysia Pahang. pp. 1-5.. (Published) http://ncon-pgr.ump.edu.my/ |
| spellingShingle | QA76 Computer software Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature |
| title | Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature |
| title_full | Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature |
| title_fullStr | Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature |
| title_full_unstemmed | Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature |
| title_short | Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature |
| title_sort | foreign exchange forecasting by using artificial neural networks a survey of literature |
| topic | QA76 Computer software |
| url | http://umpir.ump.edu.my/id/eprint/5186/1/NCON-PGR_2012_Ardiansyah_Soleh.pdf |
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