A combination of regression techniques and cuckoo search algorithm for FOREX speculation

TitreA combination of regression techniques and cuckoo search algorithm for FOREX speculation
Publication TypeJournal Article
Year of Publication2017
AuthorsAchchab, S, Bencharef, O, Ouaarab, A
JournalAdvances in Intelligent Systems and Computing
Volume569
Pagination226-235
Abstract

This paper describes a hybrid model formed by a mixture of regression techniques and Cuckoo Search algorithm to speculate USD/EUR variations. Inspired by ARMA model we propose a dataset composed of historical data of USD/EUR and (JYN, EUR and BRP) variations. The dataset is used to train four regression algorithms: Multiple linear regression, Support vector regression, Partial Least Squares regression and CRT regression tree; the generated regression weights of these algorithms will be used as inputs to Cuckoo Search algorithm. The effectiveness of the proposed system against classical regression algorithms is confirmed by experiments on exchange rate prediction within the period from January 2014 to January 2016. © Springer International Publishing AG 2017.

URLhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85018486816&doi=10.1007%2f978-3-319-56535-4_23&partnerID=40&md5=8ec7dbda07a48707f78a6b186721c9bf
DOI10.1007/978-3-319-56535-4_23
Revues: 

Partenaires

Localisation


Location map

Suivez-nous sur

  

Contactez-nous

ENSIAS

Avenue Mohammed Ben Abdallah Regragui, Madinat Al Irfane, BP 713, Agdal Rabat, Maroc

Résultat de recherche d'images pour "icone fax" Télécopie : (+212) 5 37 77 72 30

    Compteur de visiteurs:280,078
    Education - This is a contributing Drupal Theme
    Design by WeebPal.