Profitability analysis of artificial intelligence methods and technical indicators in the forex exchange
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25530%2F20%3A39916960" target="_blank" >RIV/00216275:25530/20:39916960 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Profitability analysis of artificial intelligence methods and technical indicators in the forex exchange
Original language description
For algorithmic trading many methods have been suggested. This article will be devoted to predicting the behavior of currency pairs on the Forex exchange. Several methods of artificial intelligence and statistical analysis will be used to predict the future of forex currency pairs. We adopt the idea of transforming the window of time series into the spectral plane, and then analyzing the clusters using hierarchical clustering, Kohonen maps and evolutionary algorithms. Next, we will use a radically different approach to time series analysis in the time domain: fuzzy time series and genetic algorithm. In the numerical study we will compare the success of artificial intelligence algorithms and multivariate statistical analysis with the success of technical indicators MACD and ROC.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
19th Conference on Applied Mathematics, APLIMAT 2020 Proceedings
ISBN
978-80-227-4983-1
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
"897–906"
Publisher name
Slovenská technická univezita v Bratislave
Place of publication
Bratislava
Event location
Bratislava
Event date
Feb 4, 2020
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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