Prediction of Forex Trend Movement Using Linear Regression Line, Two-Stage of Multi-Layer Perceptron and Dynamic Time Warping Algorithms

Authors

  • Leslie Tiong Ching Ow Sunway University, Malaysia
  • David Chek Ling Ngo Sunway University, Malaysia
  • Yunli Lee Sunway University, Malaysia

DOI:

https://doi.org/10.32890/jict2016.15.2.6

Keywords:

Foreign exchange currency prediction, forex trend movement, multi-layer perceptron, linear regression line, dynamic time warping

Abstract

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.

 

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Published

28-11-2016

Issue

Vol. 15 No. 2 (2016): Journal of Information and Communication Technology (JICT) Vol.15, No.2, December 2016

Section

Articles

How to Cite

Ching Ow, L. T., Ngo, D. C. L., & Lee, Y. (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), 117-140. https://doi.org/10.32890/jict2016.15.2.6

Research impact

Harvested 2026-09-06
8 citations, from OpenAlex — the highest of the sources checked

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Identifiers DOI 10.32890/jict2016.15.2.6 OpenAlex W2767198938