About: Is technical analysis profitable? A neural network approach in the high-frequency FX Market

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper contributes to the area of research using neural networks to describe and forecast high-frequency foreign exchange rates. The objective of this study is to investigate whether technical indicators as inputs to a neural network can provide more accurate predicitons for future foreign exchange rate development. To test this idea feed-forward neural networks are examined to predict short-term time intervals of major currency pairs. The data set used in this study contains 15-minute time intervals of GBP/USD, JPY/USD and EUR/USD. The result indicate that the proportion of correct forecasts is higher when using technical indicators as inputs to neural networks than model without technical indicators. This paper contributes to the area of research using neural networks to describe and forecast high-frequency foreign exchange rates. The objective of this study is to investigate whether technical indicators as inputs to a neural network can provide more accurate predicitons for future foreign exchange rate development. To test this idea feed-forward neural networks are examined to predict short-term time intervals of major currency pairs. The data set used in this study contains 15-minute time intervals of GBP/USD, JPY/USD and EUR/USD. The result indicate that the proportion of correct forecasts is higher when using technical indicators as inputs to neural networks than model without technical indicators. (en)
Title	Is technical analysis profitable? A neural network approach in the high-frequency FX Market Is technical analysis profitable? A neural network approach in the high-frequency FX Market (en)
skos:prefLabel	Is technical analysis profitable? A neural network approach in the high-frequency FX Market Is technical analysis profitable? A neural network approach in the high-frequency FX Market (en)
skos:notation	RIV/62156489:_____/03:11800026!RIV/2004/MSM/430004/N
http://linked.open.../vavai/riv/strany	193;198
http://linked.open...avai/riv/aktivita	Z
http://linked.open...avai/riv/aktivity	Z(MSM 431100007)
http://linked.open...iv/cisloPeriodika	6
http://linked.open...vai/riv/dodaniDat	2004
http://linked.open...aciTvurceVysledku	Mastný, Václav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Mendelova univerzita v Brně / (nerozlišená součást)
http://linked.open...dnocenehoVysledku	611253
http://linked.open...ai/riv/idVysledku	RIV/62156489:_____/03:11800026
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	neural networks; technical analysis; foreign exchange rate; forecasting; high-frequency; backpropagation; market efficiency (en)
http://linked.open.../riv/klicoveSlovo	high-frequency technical analysis neural networks forecasting market efficiency backpropagation foreign exchange rate
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[1B9A89042E89]
http://linked.open...i/riv/nazevZdroje	ACTA UNIVERSITATIS AGRICULTURAE ET SILVICULTURAE MENDELIANAE BRUNENSIS
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...UplatneniVysledku	2003
http://linked.open...v/svazekPeriodika	LI
http://linked.open...iv/tvurceVysledku	Mastný, Václav
http://linked.open...n/vavai/riv/zamer	http://linked.opendata.cz/resource/domain/vavai/zamer/MSM%20431100007
issn	1211-8516
number of pages	6 (xsd:int)

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