Haeri, Abdorrahman; Rabbani, Masoud; Habibnia, Ali - In: Iranian Economic Review 16 (2011) 3, pp. 67-91
In this paper two approaches for trading and forecasting on Euro-Yen exchange rates are suggested. In the first approach three decision-making models are developed to maximize profit of trades during a specific period. Traders have three options to perform a trade at each market time that are:...