Foreign exchange prediction and trading using restricted boltzmann machines

Forecasting the exchange rate is a challenging task since the exchange market is a very complicated system with many latent variables and great randomness. In this report, by stacking up Continuous Restricted Boltzmann machines (CRBMs) which is a modified version of Restricted Boltzmann Machines (RB...

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Detalles Bibliográficos
Autor principal: Peng, Hongyi
Otros Autores: Wang Lipo
Formato: Final Year Project (FYP)
Lenguaje:English
Publicado: 2019
Materias:
Acceso en línea:http://hdl.handle.net/10356/78030