Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression (SVR) has been successfully used to solve nonlinear regression and times series problems. However, parameters determination for a SVR model is competent to the forecasting...

Increasing the complexity of the foreign exchange market as the world's largest financial market, has led to a lot of instability and noise in exchange rate series as a result of a considerable increase in speculator participants. The exchange rate forecast will be disturbed by this great noise....