Using a principal component analysis for multi-currencies-trading in the foreign exchange market-Reference-Cited by-同舟云学术

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Using a principal component analysis for multi-currencies-trading in the foreign exchange market

Published:2015-06-09 Issue:3 Volume:19 Page:683-697
ISSN:1088-467X
Container-title:Intelligent Data Analysis
language:
Short-container-title:IDA

Author:

Byun Hyun Woo¹,Baek Seungho²,Ahn Jae Joon³,Oh Kyong Joo¹,Kim Tae Yoon⁴

Affiliation:

1. Department of Information and Industrial Engineering, Yonsei University, Seoul, Korea

2. Booth School of Business, University of Chicago, Chicago, IL, USA

3. Department of Information and Statistics, Yonsei University, Wonju, Seoul, Korea

4. Department of Statistics, Keimyung University, Daegu, Korea

Publisher

IOS Press

Subject

Artificial Intelligence,Computer Vision and Pattern Recognition,Theoretical Computer Science

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Jump forecasting in foreign exchange markets: A high‐frequency analysis;Journal of Forecasting;2023-02-09

2. Time series modelling, NARX neural network and hybrid KPCA–SVR approach to forecast the foreign exchange market in Mauritius;African Journal of Economic and Management Studies;2020-11-20

3. Quantum Trading and Hedging Strategy;Quantum Finance;2019-11-16

4. A stacked generalization system for automated FOREX portfolio trading;Expert Systems with Applications;2017-12

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