A fuzzy logic model for forecasting exchange rates

作者：

Highlights：

• First attempt at implementation of fuzzy logic in fundamental analysis.

• Comparison of the effectiveness of statistical and artificial intelligence models.

• High effectiveness of the forecast generated by the created model.

• Improved forecasting effectiveness of three currency pairs.

摘要

•First attempt at implementation of fuzzy logic in fundamental analysis.•Comparison of the effectiveness of statistical and artificial intelligence models.•High effectiveness of the forecast generated by the created model.•Improved forecasting effectiveness of three currency pairs.

论文关键词：Exchange rate,Fuzzy logic,Forecasting,Fundamental analysis,Financial crisis

论文评审过程：Received 1 April 2013, Revised 7 May 2014, Accepted 9 June 2014, Available online 18 June 2014.

论文官网地址：https://doi.org/10.1016/j.knosys.2014.06.009