Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature

Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature

Foreign exchange (Forex) is the global scale trading of currency and the most liquid financial market. Therefore, predicting Forex has been challenged for many years. On the other hand, Artificial Neural Network (ANN) was widely used by researchers as a prediction technique since it can provide the...

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Main Authors: Ardiansyah, Soleh, Mazlina, Abdul Majid, Jasni, Mohamad Zain
Format: Conference or Workshop Item
Language:English
Published: 2012
Subjects:
QA76 Computer software
Online Access:http://umpir.ump.edu.my/id/eprint/5186/
http://umpir.ump.edu.my/id/eprint/5186/
http://umpir.ump.edu.my/id/eprint/5186/1/NCON-PGR_2012_Ardiansyah_Soleh.pdf
id ump-5186
recordtype eprints
spelling ump-51862018-05-21T01:55:41Z http://umpir.ump.edu.my/id/eprint/5186/ Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain QA76 Computer software Foreign exchange (Forex) is the global scale trading of currency and the most liquid financial market. Therefore, predicting Forex has been challenged for many years. On the other hand, Artificial Neural Network (ANN) was widely used by researchers as a prediction technique since it can provide the best prediction result. This paper surveys recent literature in the domain of ANN which used to forecast foreign exchange. This paper classifies the literature based on forecasting model, input data type, forecasting intervals, and evaluation method. This paper reveals progressive applications in addition to existing gap and less considered area and determines the future work of researchers. 2012-09-08 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/5186/1/NCON-PGR_2012_Ardiansyah_Soleh.pdf Ardiansyah, Soleh and Mazlina, Abdul Majid and Jasni, Mohamad Zain (2012) Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature. In: Proceeding National Conference for Postgraduate Research (NCON-PGR 2012), 8-9 September 2012 , Universiti Malaysia Pahang. pp. 1-5.. http://ncon-pgr.ump.edu.my/
repository_type Digital Repository
institution_category Local University
institution Universiti Malaysia Pahang
building UMP Institutional Repository
collection Online Access
language English
topic QA76 Computer software
spellingShingle QA76 Computer software
Ardiansyah, Soleh
Mazlina, Abdul Majid
Jasni, Mohamad Zain
Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature
description Foreign exchange (Forex) is the global scale trading of currency and the most liquid financial market. Therefore, predicting Forex has been challenged for many years. On the other hand, Artificial Neural Network (ANN) was widely used by researchers as a prediction technique since it can provide the best prediction result. This paper surveys recent literature in the domain of ANN which used to forecast foreign exchange. This paper classifies the literature based on forecasting model, input data type, forecasting intervals, and evaluation method. This paper reveals progressive applications in addition to existing gap and less considered area and determines the future work of researchers.
format Conference or Workshop Item
author Ardiansyah, Soleh
Mazlina, Abdul Majid
Jasni, Mohamad Zain
author_facet Ardiansyah, Soleh
Mazlina, Abdul Majid
Jasni, Mohamad Zain
author_sort Ardiansyah, Soleh
title Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature
title_short Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature
title_full Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature
title_fullStr Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature
title_full_unstemmed Foreign Exchange Forecasting by using Artificial Neural Networks: A Survey of Literature
title_sort foreign exchange forecasting by using artificial neural networks: a survey of literature
publishDate 2012
url http://umpir.ump.edu.my/id/eprint/5186/
http://umpir.ump.edu.my/id/eprint/5186/
http://umpir.ump.edu.my/id/eprint/5186/1/NCON-PGR_2012_Ardiansyah_Soleh.pdf
first_indexed 2023-09-18T22:00:25Z
last_indexed 2023-09-18T22:00:25Z
_version_ 1777414361140166656

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