FX Network Predictive Model

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Authors: Mohamed Hamdi KAANICHE
Cited by: 0

Abstract

This document contains a proprietary, restricted framework for modeling and simulating a network-based financial system, focusing on interdependent instruments and predictive trend analysis. The content includes theoretical foundations, algorithmic architecture, event-driven design, multi-instrument interaction, and trade signal generation methods. All concepts are described in a generalized, non-published manner for internal research and development purposes.

Fields of Study & Subjects

Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
11 March 2026
Language
EN