Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms
Foreign Exchange Currency prediction has become a challenging task since the late 1970s due to uncertainty movement of exchange rates. However, most researchers in this area were neglecting to analyse trend patterns from historical Forex data as input features. Thus, this motivates us to investigate...
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| Format: | Article |
| Language: | English |
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Universiti Utara Malaysia
2016
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| Online Access: | http://eprints.sunway.edu.my/651/ http://eprints.sunway.edu.my/651/1/2016%20Prediction%20of%20Forex%20Trend%20Movement%20using%20Linear%20Regression%20Line%2C%20Two-Stage%20of%20Multi-Layer%20Perceptron%20and%20Dynamic%20Time%20Warping%20Algorithms.pdf |
| _version_ | 1848801869662519296 |
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| author | Tiong, Leslie Ching Ow * Ngo, David Chek Ling * Lee, Yunli * |
| author_facet | Tiong, Leslie Ching Ow * Ngo, David Chek Ling * Lee, Yunli * |
| author_sort | Tiong, Leslie Ching Ow * |
| building | SU Institutional Repository |
| collection | Online Access |
| description | Foreign Exchange Currency prediction has become a challenging task since the late 1970s due to uncertainty movement of exchange rates. However, most researchers in this area were neglecting to analyse trend patterns from historical Forex data as input features. Thus, this motivates us to investigate possibility of repeated trend patterns from historical Forex data. This paper aims to investigate the repeated trend patterns as features from historical Forex data, which proposes new combination techniques - Linear Regression Line, two-stage of Multi-Layer Perceptron and Dynamic Time Warping algorithms in order to improve the performance of prediction significantly, thus achieving greater accuracy. |
| first_indexed | 2025-11-14T21:14:19Z |
| format | Article |
| id | sunway-651 |
| institution | Sunway University |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T21:14:19Z |
| publishDate | 2016 |
| publisher | Universiti Utara Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | sunway-6512019-04-26T07:44:16Z http://eprints.sunway.edu.my/651/ Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms Tiong, Leslie Ching Ow * Ngo, David Chek Ling * Lee, Yunli * QD Chemistry Foreign Exchange Currency prediction has become a challenging task since the late 1970s due to uncertainty movement of exchange rates. However, most researchers in this area were neglecting to analyse trend patterns from historical Forex data as input features. Thus, this motivates us to investigate possibility of repeated trend patterns from historical Forex data. This paper aims to investigate the repeated trend patterns as features from historical Forex data, which proposes new combination techniques - Linear Regression Line, two-stage of Multi-Layer Perceptron and Dynamic Time Warping algorithms in order to improve the performance of prediction significantly, thus achieving greater accuracy. Universiti Utara Malaysia 2016-12 Article PeerReviewed text en http://eprints.sunway.edu.my/651/1/2016%20Prediction%20of%20Forex%20Trend%20Movement%20using%20Linear%20Regression%20Line%2C%20Two-Stage%20of%20Multi-Layer%20Perceptron%20and%20Dynamic%20Time%20Warping%20Algorithms.pdf Tiong, Leslie Ching Ow * and Ngo, David Chek Ling * and Lee, Yunli * (2016) Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms. Journal of ICT, 15 (2). pp. 117-140. ISSN 1675-414X http://jict.uum.edu.my/images/pdf3/vol15no2/6jictno22016.pdf |
| spellingShingle | QD Chemistry Tiong, Leslie Ching Ow * Ngo, David Chek Ling * Lee, Yunli * Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms |
| title | Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms |
| title_full | Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms |
| title_fullStr | Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms |
| title_full_unstemmed | Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms |
| title_short | Prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms |
| title_sort | prediction of forex trend movement using linear regression line, two-stage of multi-layer perceptron and dynamic time warping algorithms |
| topic | QD Chemistry |
| url | http://eprints.sunway.edu.my/651/ http://eprints.sunway.edu.my/651/ http://eprints.sunway.edu.my/651/1/2016%20Prediction%20of%20Forex%20Trend%20Movement%20using%20Linear%20Regression%20Line%2C%20Two-Stage%20of%20Multi-Layer%20Perceptron%20and%20Dynamic%20Time%20Warping%20Algorithms.pdf |