Enhancing the context-aware FOREX market simulation using a parallel elastic network model-Reference-Cited by-同舟云学术

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Enhancing the context-aware FOREX market simulation using a parallel elastic network model

Published:2019-04-06 Issue:3 Volume:76 Page:2022-2038
ISSN:0920-8542
Container-title:The Journal of Supercomputing
language:en
Short-container-title:J Supercomput

Author:

Contreras Antonio V.,Llanes Antonio^ORCID,Herrera Francisco J.,Navarro Sergio,López-Espín Jose J.,Cecilia José M.

Funder

Ministry of Science, Innovation and Universities

Fundación Séneca

Publisher

Springer Science and Business Media LLC

Subject

Hardware and Architecture,Information Systems,Theoretical Computer Science,Software

Link

http://link.springer.com/content/pdf/10.1007/s11227-019-02838-1.pdf

Reference32 articles.

1. Bahrepour M, Akbarzadeh-T MR, Yaghoobi M, Naghibi-S MB (2011) An adaptive ordered fuzzy time series with application to FOREX. Expert Syst Appl 38(1):475–485

2. Bank for International Settlements. https://www.bis.org/ . Accessed 13 Feb 2013

3. Bhattacharyya S, Pictet OV, Zumbach G (2002) Knowledge-intensive genetic discovery in foreign exchange markets. IEEE Trans Evolut Comput 6(2):169–181

4. Bank of International Settlements (2016) Triennial central bank survey: foreign exchange turnover in April 2016, Basel

5. Caporale GM, Gil-Alana L, Plastun A (2017) Searching for inefficiencies in exchange rate dynamics. Comput Econ 49(3):405–432

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