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Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms

Foreign Exchange Currency prediction has become a challenging task since the late 1970s due to uncertainty movement of exchange rates. However, most researchers in this area were neglecting to analyse trend patterns from historical Forex data as input features. Thus, this motivates us to investigate...

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Main Authors: Tiong, Leslie Ching Ow *, Ngo, David Chek Ling *, Lee, Yunli *
Format: Article
Language:English
Published: Universiti Utara Malaysia 2016
Subjects:
QD Chemistry
Online Access:http://eprints.sunway.edu.my/651/1/2016%20Prediction%20of%20Forex%20Trend%20Movement%20using%20Linear%20Regression%20Line%2C%20Two-Stage%20of%20Multi-Layer%20Perceptron%20and%20Dynamic%20Time%20Warping%20Algorithms.pdf
http://eprints.sunway.edu.my/651/
http://jict.uum.edu.my/images/pdf3/vol15no2/6jictno22016.pdf
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spelling my.sunway.eprints.6512019-04-26T07:44:16Z http://eprints.sunway.edu.my/651/ Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms Tiong, Leslie Ching Ow * Ngo, David Chek Ling * Lee, Yunli * QD Chemistry Foreign Exchange Currency prediction has become a challenging task since the late 1970s due to uncertainty movement of exchange rates. However, most researchers in this area were neglecting to analyse trend patterns from historical Forex data as input features. Thus, this motivates us to investigate possibility of repeated trend patterns from historical Forex data. This paper aims to investigate the repeated trend patterns as features from historical Forex data, which proposes new combination techniques - Linear Regression Line, two-stage of Multi-Layer Perceptron and Dynamic Time Warping algorithms in order to improve the performance of prediction significantly, thus achieving greater accuracy. Universiti Utara Malaysia 2016-12 Article PeerReviewed text en http://eprints.sunway.edu.my/651/1/2016%20Prediction%20of%20Forex%20Trend%20Movement%20using%20Linear%20Regression%20Line%2C%20Two-Stage%20of%20Multi-Layer%20Perceptron%20and%20Dynamic%20Time%20Warping%20Algorithms.pdf Tiong, Leslie Ching Ow * and Ngo, David Chek Ling * and Lee, Yunli * (2016) Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms. Journal of ICT, 15 (2). pp. 117-140. ISSN 1675-414X http://jict.uum.edu.my/images/pdf3/vol15no2/6jictno22016.pdf
institution Sunway University
building Sunway Campus Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Sunway University
content_source Sunway Institutional Repository
url_provider http://eprints.sunway.edu.my/
language English
topic QD Chemistry
spellingShingle QD Chemistry
Tiong, Leslie Ching Ow *
Ngo, David Chek Ling *
Lee, Yunli *
Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
description Foreign Exchange Currency prediction has become a challenging task since the late 1970s due to uncertainty movement of exchange rates. However, most researchers in this area were neglecting to analyse trend patterns from historical Forex data as input features. Thus, this motivates us to investigate possibility of repeated trend patterns from historical Forex data. This paper aims to investigate the repeated trend patterns as features from historical Forex data, which proposes new combination techniques - Linear Regression Line, two-stage of Multi-Layer Perceptron and Dynamic Time Warping algorithms in order to improve the performance of prediction significantly, thus achieving greater accuracy.
format Article
author Tiong, Leslie Ching Ow *
Ngo, David Chek Ling *
Lee, Yunli *
author_facet Tiong, Leslie Ching Ow *
Ngo, David Chek Ling *
Lee, Yunli *
author_sort Tiong, Leslie Ching Ow *
title Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
title_short Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
title_full Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
title_fullStr Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
title_full_unstemmed Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
title_sort prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
publisher Universiti Utara Malaysia
publishDate 2016
url http://eprints.sunway.edu.my/651/1/2016%20Prediction%20of%20Forex%20Trend%20Movement%20using%20Linear%20Regression%20Line%2C%20Two-Stage%20of%20Multi-Layer%20Perceptron%20and%20Dynamic%20Time%20Warping%20Algorithms.pdf
http://eprints.sunway.edu.my/651/
http://jict.uum.edu.my/images/pdf3/vol15no2/6jictno22016.pdf
_version_ 1644324373418475520
score 13.211869

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