Clustering and attention model based for intelligent trading

2021/07/06 by Mimansa Rana, Rana, Mimansa, Nanxiang Mao +9
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Market Dynamics and Volatility #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods

paper · pdf · doi:10.48550/arxiv.2107.06782

openalex publication_date 2021/07/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The foreign exchange market has taken an important role in the global financial market. While foreign exchange trading brings high-yield opportunities to investors, it also brings certain risks. Since the establishment of the foreign exchange market in the 20th century, foreign exchange rate forecasting has become a hot issue studied by scholars from all over the world. Due to the complexity and number of factors affecting the foreign exchange market, technical analysis cannot respond to administrative intervention or unexpected events. Our team chose several pairs of foreign currency historical data and derived technical indicators from 2005 to 2021 as the dataset and established different machine learning models for event-driven price prediction for oversold scenario.

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