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A system for exchange rate forecasting using news headlines

Authors Peramunetilleke, Desamanya C.
Issue Date 1997
Summary Novel techniques to forecast intra-day currency exchange rates are presented. The innovative approach of the system is that, unlike technical analysis which is only based on quantifiable information, it makes use of "unmeasureable" factors such as market anticipation and political news to make forecasts. The system produced effective results when extensively tested in a banking environment using a high frequency data set and leads the way to an automated trading system.
Note Thesis (M.Phil.)--Hong Kong University of Science and Technology, 1997
Language English
Format Thesis
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