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WorldCist'18 - 6th World Conference on Information Systems and Technologies

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Improving Regression Models using Simulated Annealing for Stock Market Speculation

The Forex is the market interested in the exchange of so-called convertible currencies against each other at different exchange rates depending on the time, between different participants (particular investors, central banks, and enterprises). The main pillar of the Forex market is the temporal prediction of the currency exchange rate; it must be well forecasted to invest in currencies and to maximize profits, the thing that makes speculation more sensitive. In the literature, many papers talk about the combination of two methods to improve the prediction of currency exchange. In this paper we propose a hybrid model combining a regression algorithm and a simulated annealing metaheuristic algorithm to predict the daily exchange rates of the USD/EUR pair. Finally, the experiments validate that the hybrid model of the regression algorithm and the simulated annealing algorithm can be beneficial for the prediction of exchange rates.

Hana Jamali
Superior School of Technology, Essaouira
Morocco

Omar Bencharef
Superior School of Technology, Essaouira
Morocco

Abdellah Nabaji
Superior School of Technology, Essaouira
Morocco

Khalid El housni
Superior School of Technology, Essaouira
Morocco

 

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