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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: Leslie, Tiong Ching Ow, David, Chek Ling Ngo, Lee, Yunli
Format: Article
Published: Universiti Utara Malaysia Press 2016
Subjects:
QA75 Electronic computers. Computer science
Online Access:http://repo.uum.edu.my/24071/
http://jict.uum.edu.my/index.php/previous-issues/149-1
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id my.uum.repo.24071
record_format eprints
spelling my.uum.repo.240712018-04-29T01:43:33Z http://repo.uum.edu.my/24071/ Prediction of Forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms Leslie, Tiong Ching Ow David, Chek Ling Ngo Lee, Yunli QA75 Electronic computers. Computer science 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 Press 2016 Article PeerReviewed Leslie, Tiong Ching Ow and David, Chek Ling Ngo 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 Information and Communication Technology, 15 (2). pp. 117-140. ISSN 2180-3862 http://jict.uum.edu.my/index.php/previous-issues/149-1
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
topic QA75 Electronic computers. Computer science
spellingShingle QA75 Electronic computers. Computer science
Leslie, Tiong Ching Ow
David, Chek Ling Ngo
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 Leslie, Tiong Ching Ow
David, Chek Ling Ngo
Lee, Yunli
author_facet Leslie, Tiong Ching Ow
David, Chek Ling Ngo
Lee, Yunli
author_sort Leslie, Tiong 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 Press
publishDate 2016
url http://repo.uum.edu.my/24071/
http://jict.uum.edu.my/index.php/previous-issues/149-1
_version_ 1644283956142538752
score 13.211869

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