IAES International Journal of Artificial Intelligence (IJ-AI)
Vol 12, No 2: June 2023

Hybrid Forex prediction model using multiple regression, simulated annealing, reinforcement learning and technical analysis

Hana Jamali (Cadi Ayyad University)
Younes Chihab (Ibn Tofail University)
Iván García-Magariño (Complutense University)
Omar Bencharef (Cadi Ayyad University)



Article Info

Publish Date
01 Jun 2023

Abstract

Foreign exchange market refers to the market in which currencies from around the world are traded. It allows investors to buy or sell a currency of their choice. Forex interests several categories of stakeholders, such as companies that carry out international contracts, large institutional investors, via the main banks, which carry out transactions on this market for speculative purposes. One of the most important aspects in the Forex market is knowing when to invest by buying, selling, and this through the recorded trend of a currency pair, but given the characteristics of the Forex market namely its chaotic, noisy and not stationary nature, prediction becomes a big challenge for traders when it comes to predicting accuracy. This paper aims to predict the right action to be taken at a certain moment through the development of a model that combines multiple techniques such multiple regression, simulated annealing meta-heuristics, reinforcement learning and technical indicators.

Copyrights © 2023






Journal Info

Abbrev

IJAI

Publisher

Subject

Computer Science & IT Engineering

Description

IAES International Journal of Artificial Intelligence (IJ-AI) publishes articles in the field of artificial intelligence (AI). The scope covers all artificial intelligence area and its application in the following topics: neural networks; fuzzy logic; simulated biological evolution algorithms (like ...