Developing and assessing an intelligent forex rolling forecasting and trading decision support system for online e-service

doi:10.1002/int.20210

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	Developing and assessing an intelligent forex rolling forecasting and trading decision support system for online e-service
	Yu, Lean ; Wang, Shouyang; Lai, Kin Keung ; Huang, Wayne W.
	2007-05-01
发表期刊	INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS
ISSN	0884-8173
卷号	22 期号:5 页码:475-499
摘要	An effective foreign exchange (forex) trading decision is usually dependent on effective forex forecasting. In this study, an intelligent system framework integrating forex forecasting and trading decision is first proposed. Based on this framework, an advanced intelligent decision support system (DSS) incorporating a back-propagation neural network (BPNN)-based forex forecasting subsystem and Web-based forex trading decision support subsystem is developed, which has been used to predict the directional change of daily forex rates and provide intelligent online decision support for financial institutions and individual investors. This article describes the forex forecasting and trading decision method, the system architecture, main functions, and operation of the developed DSS system. A comparative study is conducted between our developed system and others commonly used in order to assess the overall performance of the developed system. The assessment results show that our developed DSS outperforms some commonly used forex forecasting and trading decision systems and can provide intelligent e-service for forex traders to make useful trading decisions in the forex market. (c) 2007 Wiley Periodicals, Inc.
DOI	10.1002/int.20210
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Artificial Intelligence
WOS记录号	WOS:000245604300006
出版者	JOHN WILEY & SONS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4014
专题	系统科学研究所
通讯作者	Huang, Wayne W.
作者单位	1.Ohio Univ, Coll Business, Dept Management Informat Syst, Athens, OH 45071 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China 3.Chinese Acad Sci, Grad Sch, Sch Management, Beijing 100039, Peoples R China 4.Hunan Univ, Coll Business Adm, Changsha 410082, Peoples R China 5.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Yu, Lean,Wang, Shouyang,Lai, Kin Keung,et al. Developing and assessing an intelligent forex rolling forecasting and trading decision support system for online e-service[J]. INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS,2007,22(5):475-499.
APA	Yu, Lean,Wang, Shouyang,Lai, Kin Keung,&Huang, Wayne W..(2007).Developing and assessing an intelligent forex rolling forecasting and trading decision support system for online e-service.INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS,22(5),475-499.
MLA	Yu, Lean,et al."Developing and assessing an intelligent forex rolling forecasting and trading decision support system for online e-service".INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS 22.5(2007):475-499.