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Record W4389341525 · doi:10.17762/ijritcc.v11i10.8525

Convolutional Neural Network – Based Algorithm for Currency Exchange Rate Prediction

2023· article· en· W4389341525 on OpenAlex
Et al. Manaswinee Madhumita Panda

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Journal on Recent and Innovation Trends in Computing and Communication · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsLiberian dollarCurrencyForeign exchange marketComputer scienceRandom forestConvolutional neural networkArtificial intelligenceFeature selectionArtificial neural networkExchange rateMachine learningEconomicsFinanceMonetary economics

Abstract

fetched live from OpenAlex

The foreign exchange market is one of the complex monetary markets in the world. Each day trillions of dollars are traded in the FOREX market by banks, retail traders, corporations, and individuals. It is very challenging to predict the price in advance due to the complex, volatile and high fluctuation. Investors and traders are constantly searching for innovative ways to outperform the market and increase their profits. As an outcome, forecasting models are continually being developed by scholars around the globe to accurately predict the characteristics of this nascent market. This study intends to apply the Random Forest (RF) approach to Convolutional Neural Networks, which involves two key steps. The first step is starting with feature selection using Convolutional neural network.The attention layer is then employed to assign weight.The random forest strategy is designed in the second stage to generate high-quality feature subsets. Thus the better result generated by CNN-RF model. Actually, this strategy combines the advantages of two different strategies to produce an outcome that is more consistent with what exchange market decision-makers anticipate happening in the exchange market.The main currency pairs considered in this study's proposed model for predicting exchange rates five and ten minutes in advance are the British Pound Sterling (GBP) against the US Dollar (USD), the Australian Dollar (AUD) against the US Dollar (USD), and the European Euro (EUR) against the Canadian Dollar (CAD) are also used to evaluate the performance of the proposed model. In compared to the other three models (Multi-Layer Perceptron, Autoregressive Integrated Moving Average, and Recurrent Neural Network), CNN-RF yields better results. This conclusion has been backed by a large body of empirical research, which also suggested that this methodology be regularly used due to its high efficacy.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.978
Threshold uncertainty score0.481

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.003
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.193
GPT teacher head0.453
Teacher spread0.260 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it