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Title: A system to forecast currency exchange rates
Authors: Sankaran, Krishnan P
Issue Date: 1996
Abstract: Novel techniques to forecast daily currency exchange rates and a system that incorporates these techniques are presented. Forecastings are generated from automatically generated probabilistic decision rules, threshold values and global optimization techniques for multiple predicte learning. As extensive experimentations reveal, the system's prediction accuracy compares favourably with those of actual currency traders. It is also shown that the presented techniques outperform statistical techniques in this specific application domain.
Description: Thesis (M.Phil.)--Hong Kong University of Science and Technology, 1996
vii, 30 leaves : ill. ; 30 cm
HKUST Call Number: Thesis COMP 1996 Sankar
Appears in Collections:CSE Master Theses

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