Technical data analysis for movement prediction of Euro to USD using Genetic Algorithm-Neural Network

摘要

In the foreign currency exchange (FOREX), a technical data analysis system for predicting currency movements is needed to help traders in decision making. Thus, this study proposes a system of technical data analysis to movement prediction of Euro to USD using Genetic Algorithm-Neural Network (GANN). To generate a predicted value, Genetic Algorithm searching for the best value of Feed Forward Neural Network (FFNN) trained with the Neural Network method that produced a net to predict. The Validation of predicted results with GANN method based on the degree of accuracy as follows. RMSE values of open is 0.00043; The RMSE values of high is 0.00068; The RMSE value of low is 0.00075; and RMSE values of close is 0.00070.