Application of the Committee Machine Method to Forecast the Movement of Exchange Rates and Oil Prices

V.V Akberdina,N.P Chernavin,F.P Chernavin

doi:10.24891/el.23.1.108

Abstract

Application of the Committee Machine Method to Forecast the Movement of Exchange Rates and Oil Prices

Highlights

Financial† markets can be called a unique place where data are not just ephemeral figures, but can be a source of unlimited profit
Millions of people are constantly watching them every day, seeking to understand the dependencies invisible to the unaided eye. It is because of this desire, almost all known methods of data analysis are reflected in the financial market
At the beginning of 2010, quantum funds accounted for only about 13.75 percent of total trading session in the American market, and they were significantly inferior to the traditional asset managers and other hedge funds

Summary

Introduction

Financial† markets can be called a unique place where data are not just ephemeral figures, but can be a source of unlimited profit For this reason, millions of people are constantly watching them every day, seeking to understand the dependencies invisible to the unaided eye. The main attention was paid to simple empirical models built on the subjective perception of the market by an analyst or trader, due to the development of computing technologies, complex mathematical models that can provide an objective view of the market are getting more and more practiced. People implementing such models are called quantum hedge fund managers. By the beginning of 2017, quantum funds performed about 27.5 percent of total trading session, becoming the absolute leader in terms of this indicator

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Results

Conclusion