Eleftherios Soulas and Dennis Shasha

Online Machine Learning Algorithms For Currency Exchange Prediction

Abstract:

Using Machine Learning Algorithms to analyze and predict security price patterns is an area of active interest. Most practical stock traders combine computational tools with their intuitions and knowledge to make decisions.

This document explains the algorithms and discusses various metrics of accuracy. It validates the models by applying the model to a real-life trading price stream. Though it is very hard to replace the expertise of an experienced trader, software like this may enhance the trader's performance.