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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
EDP Sciences
2016-01-01
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Series: | MATEC Web of Conferences |
Online Access: | http://dx.doi.org/10.1051/matecconf/20166819001 |