Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment

Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment

Article highlights Poor estimation performance of difference-equation (DE) based FXR signal prediction is shown. The usual range of values that the DE coefficients take is specified. Poor estimation is linked to the high volatility of the coefficients over small data segments.

Bibliographic Details
Main Authors: Adil Aşırım, Özüm Emre Aşırım, Murat Adil Salepçioğlu
Format: Article
Language:English
Published: Springer 2023-02-01
Series:SN Applied Sciences
Subjects:
Foreign-exchange market
Financial time series
Prediction
Forecasting
Risk assessment
Neural networks
Online Access:https://doi.org/10.1007/s42452-023-05294-y

Internet

https://doi.org/10.1007/s42452-023-05294-y

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