Please use this identifier to cite or link to this item: http://hdl.handle.net/1783.1/5609

A system to forecast currency exchange rates

Authors Sankaran, Krishnan P
Issue Date 1996
Summary 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.
Note Thesis (M.Phil.)--Hong Kong University of Science and Technology, 1996
Subjects
Language English
Format Thesis
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