PREDICTION OF FOREX TREND MOVEMENT USING LINEAR REGRESSION LINE, TWO-STAGE OF MULTI-LAYER PERCEPTRON AND DYNAMIC TIME WARPING ALGORITHMS
Keywords:
Foreign exchange currency prediction, forex trend movement, multi-layer perceptron, linear regression line, dynamic time warpingAbstract
Foreign Exchange Currency prediction has become a challengÂing 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 possiÂbility 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 achievÂing greater accuracy.
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Published
28-11-2016
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. Retrieved from https://e-journal.uum.edu.my/index.php/jict/article/view/8210
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