FORECASTING AND TRADING STRATEGY FOR THE FOREIGN-EXCHANGE MARKET

被引：0
|
作者：
RAWANI, AM
MOHAPATRA, DK
SRINIVASAN, S
MOHAPATRA, PKJ
MEHTA, MS
RAO, GP
机构：
[1] INDIAN INST TECHNOL,KHARAGPUR 721302,W BENGAL,INDIA
[2] GOVT ENGN COLL,DEPT MECH ENGN,RAIPUR,MADHYA PRADESH,INDIA
[3] TATA IRON & STEEL CO,JAMSHEDPUR,BIHAR,INDIA
[4] CITIBANK NA,BOMBAY 400021,MAHARASHTRA,INDIA
来源：
INFORMATION AND DECISION TECHNOLOGIES | 1993年 / 19卷 / 01期
关键词：
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Forecasting of share and currency prices has always been a challenging problem. In this paper, the Walsh function and neural network techniques are used to make separate forecasts of price movements. A fail-safe trading strategy is thereafter presented. This strategy is based on the consideration of the similarity of the current trends in these two forecasts. The use of this strategy is illustrated with the help of a small set of price data.
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页码：55 / 62
页数：8
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