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.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2023-02-01
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| Series: | SN Applied Sciences |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s42452-023-05294-y |
| _version_ | 1811165761003061248 |
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| author | Adil Aşırım Özüm Emre Aşırım Murat Adil Salepçioğlu |
| author_facet | Adil Aşırım Özüm Emre Aşırım Murat Adil Salepçioğlu |
| author_sort | Adil Aşırım |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-10T15:41:50Z |
| format | Article |
| id | doaj.art-377a81b2afb24372a60117c749c55d49 |
| institution | Directory Open Access Journal |
| issn | 2523-3963 2523-3971 |
| language | English |
| last_indexed | 2024-04-10T15:41:50Z |
| publishDate | 2023-02-01 |
| publisher | Springer |
| record_format | Article |
| series | SN Applied Sciences |
| spelling | doaj.art-377a81b2afb24372a60117c749c55d492023-02-12T12:19:32ZengSpringerSN Applied Sciences2523-39632523-39712023-02-015311510.1007/s42452-023-05294-yAnalysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessmentAdil Aşırım0Özüm Emre Aşırım1Murat Adil Salepçioğlu2Department of Management, Istanbul Aydın UniversityDepartment of Electrical and Computer Engineering, Technical University of MunichDepartment of Management, Istanbul Aydın UniversityArticle 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.https://doi.org/10.1007/s42452-023-05294-yForeign-exchange marketFinancial time seriesPredictionForecastingRisk assessmentNeural networks |
| spellingShingle | Adil Aşırım Özüm Emre Aşırım Murat Adil Salepçioğlu Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment SN Applied Sciences Foreign-exchange market Financial time series Prediction Forecasting Risk assessment Neural networks |
| title | Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment |
| title_full | Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment |
| title_fullStr | Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment |
| title_full_unstemmed | Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment |
| title_short | Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment |
| title_sort | analysis of local system behavior in the foreign exchange market using neural networks and monte carlo method for prediction and risk assessment |
| topic | Foreign-exchange market Financial time series Prediction Forecasting Risk assessment Neural networks |
| url | https://doi.org/10.1007/s42452-023-05294-y |
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