Understanding the characteristics of financial time series through neural network and SVM approaches

Volume: 9, Issue: 3, Pages: 202 - 202
Published: Jan 1, 2019
Abstract
Exchange rate has been always a focal point for researchers within international scope. Globalisation and the role of exchange rate create a challenging market where short-term prediction is concerned. The ability to predict the exchange rate is a challenging topic for professionals and practitioners. This paper proposes a method to address the current issues of predicting the market changes using characteristics of financial time series. The...
Paper Details
Title
Understanding the characteristics of financial time series through neural network and SVM approaches
Published Date
Jan 1, 2019
Volume
9
Issue
3
Pages
202 - 202
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