فهرست نشریات علمی دسترسی آزاد ایران

Predicting time series has always been one of the challenges in the financial markets. With the increase in the amount of data, the need to use modern tools instead of classical statistical and time series methods has become clear. In this paper, some deep learning algorithms such as Multilayer Perceptrons (MLPs), Keras Classification, Temporal Fusion Transformer (TFT, developed by Google), Extreme Learning Machine Classification (ELMC) and Propagation Hierarical Learning Network (PHILNet) are used for trading on the foreign exchange market. The efficiency and accuracy of these algorithms are presented. In this order, the EUR/USD data is used as input for the above algorithms.