Forex Market Prediction Using NARX Neural Network with Bagging

We propose a new methodfor predicting movements in Forex market based on NARX neural network withtime shifting bagging techniqueand financial indicators, such as relative strength index and stochastic indicators. Neural networks have prominent learning ability but they often exhibit bad and unpredic...

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Bibliographic Details
Main Authors: Shahbazi Nima, Memarzadeh Masoud, Gryz Jarek
Format: Article
Language:English
Published: EDP Sciences 2016-01-01
Series:MATEC Web of Conferences
Online Access:http://dx.doi.org/10.1051/matecconf/20166819001