Financial space : pattern recognition for foreign exchange forecasting
We investigate the use of rejection applied to supervised learning for predicting the price direction of five foreign exchange currencies. We present two novel models which specifically take into account the random walk hypothesis when learning and predicting financial datasets. Both models project...
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University College London (University of London)
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.626368 |