Developing an Intelligent Forex Rolling Forecasting and Trading Decision Support System II: An Empirical and Comprehensive Assessment

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 107)

In the previous chapter, the system framework of the intelligent forex rolling forecasting and trading decision support system (FRFTDSS) was presented, and the FRFTDSS integrating a BPNN-based forex rolling forecasting system (BPNNFRFS) and a web-based forex trading decision support system (WFTDSS) was developed and implemented (Yu et al., 2006f). The main goals of this intelligent integrated system are to present short-term forex forecasting and make corresponding e-trading decisions for forex traders and various investors.

The reminder of this chapter is organized as follows. Section 15.2 describes assessment methods and presents assessment results. Sections 15.3 and 15.4 compare the performance of FRFTDSS with that of some classical forecasting models and other existing forex forecasting and trading decision support systems, respectively. Section 15.5 concludes the chapter.


Root Mean Square Error Mean Square Error Forecast Horizon Mean Absolute Error Normalize Mean Square Error 
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© Springer Science+Business Media, LLC 2007

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