A neural network and web-based decision support system for forex forecasting and trading

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	A neural network and web-based decision support system for forex forecasting and trading
	Lai, KK ; Yu, L ; Wang, SY
	2004
发表期刊	DATA MINING AND KNOWLEDGE MANAGEMENT
ISSN	0302-9743
卷号	3327 页码:243-253
摘要	This study presents a neural network T web-based decision support system (DSS) for foreign exchange (forex) forecasting and trading decision, which is adaptable to the needs of financial organizations and individual investors. In this study, we integrate the back propagation neural network (BPNN)-based forex rolling forecasting system to accurately predict the change in direction of daily exchange rates, and the Web-based forex. trading decision support system to obtain forecasting data and provide some investment decision suggestions for financial practitioners. This research reveals the structure of the DSS by the description of an integrated framework, and meantime we find that the DSS is integrated, user-oriented by its implementation, and practical applications reveal that this DSS demonstrates very high forecasting accuracy and its trading recommendations are reliable.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Artificial Intelligence ; Computer Science, Information Systems
WOS记录号	WOS:000227493600027
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/690
专题	系统科学研究所
通讯作者	Lai, KK
作者单位	1.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 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.Univ Tsukuba, Inst Policy & Planning Sci, Tsukuba, Ibaraki 3058573, Japan
推荐引用方式 GB/T 7714	Lai, KK,Yu, L,Wang, SY. A neural network and web-based decision support system for forex forecasting and trading[J]. DATA MINING AND KNOWLEDGE MANAGEMENT,2004,3327:243-253.
APA	Lai, KK,Yu, L,&Wang, SY.(2004).A neural network and web-based decision support system for forex forecasting and trading.DATA MINING AND KNOWLEDGE MANAGEMENT,3327,243-253.
MLA	Lai, KK,et al."A neural network and web-based decision support system for forex forecasting and trading".DATA MINING AND KNOWLEDGE MANAGEMENT 3327(2004):243-253.