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Title:

Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment

Document type:
Zeitschriftenaufsatz
Author(s):
A. Aşırım; Ö.E. Aşırım; M.A.Salepçioğlu
Abstract:
In this study, we attempt to show the reason behind the poor estimation of the future values of foreign exchange-rate (FXR) signals under difference-equation modeling, using the neural network approach for evaluating the local system coefficients. To do this, we have splitted EUR/USD and AUD/CAD signals into many small-segments and modeled each segment as the signal representation of a linear time-invariant (LTI) system using the simple linear difference equation (LDE) formulation. After a preci...     »
Journal title:
SN Applied Sciences
Year:
2023
Journal volume:
5
Journal issue:
3
Fulltext / DOI:
doi:10.1007/s42452-023-05294-y
Publisher:
Springer Science and Business Media LLC
E-ISSN:
2523-39632523-3971
Date of publication:
11.02.2023
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