{"id":9671727,"date":"2024-02-12T00:06:23","date_gmt":"2024-02-11T21:06:23","guid":{"rendered":"https:\/\/www.iee.ihu.gr\/?post_type=phd_students&#038;p=9671727"},"modified":"2024-02-14T15:56:06","modified_gmt":"2024-02-14T12:56:06","slug":"%ce%bc%cf%80%ce%af%ce%bb%ce%b7%cf%82-%ce%b5%cf%85%cf%83%cf%84%cf%81%ce%ac%cf%84%ce%b9%ce%bf%cf%82-2","status":"publish","type":"phd_students","link":"https:\/\/www.iee.ihu.gr\/en\/phd_students\/%ce%bc%cf%80%ce%af%ce%bb%ce%b7%cf%82-%ce%b5%cf%85%cf%83%cf%84%cf%81%ce%ac%cf%84%ce%b9%ce%bf%cf%82-2\/","title":{"rendered":"Bilis Efstratios"},"content":{"rendered":"<p>My PhD research focuses on building machine learning models, particularly transformers, to<br \/>\npredict the next day&#8217;s close price for various currencies using time series data. The research<br \/>\ninvestigates the accuracy results of machine learning models applied in the forex field,<br \/>\nspecifically focusing on currency pairs such as AUD\/CAD, EUR\/AUD, EUR\/CAD, EUR\/DKK,<br \/>\nEUR\/JPY, GBP\/AUD, NZD\/USD, USD\/CAD, USD\/JPY, MYR\/USD, USD\/SGD, BRL\/USD,<br \/>\nand NOK\/USD. Various ML models, including Linear Regression, Random Forest, Stochastic<br \/>\nGradient Descent (SGD), XGBoost (XGB), Long Short-Term Memory (LSTM), and<br \/>\nTransformers, have been developed for this purpose This entails collecting and preprocessing<br \/>\nrelevant financial data, designing and training transformer-based models optimized for<br \/>\nforecasting, and evaluating their performance. The evaluation includes backtesting and<br \/>\nperformance analysis using a comprehensive dataset spanning from 1999 to 2022. Metrics such<br \/>\nas Mean Absolute Error (MAE), Mean Squared Error (MSE), and Mean Squared Percentage<br \/>\nError (MAPE) are utilized to assess the models&#8217; effectiveness in capturing and predicting the<br \/>\nnext day&#8217;s close price.<\/p>","protected":false},"featured_media":0,"template":"","meta":{"_acf_changed":false,"inline_featured_image":false},"class_list":["post-9671727","phd_students","type-phd_students","status-publish","hentry"],"acf":[],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.iee.ihu.gr\/en\/wp-json\/wp\/v2\/phd_students\/9671727","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.iee.ihu.gr\/en\/wp-json\/wp\/v2\/phd_students"}],"about":[{"href":"https:\/\/www.iee.ihu.gr\/en\/wp-json\/wp\/v2\/types\/phd_students"}],"wp:attachment":[{"href":"https:\/\/www.iee.ihu.gr\/en\/wp-json\/wp\/v2\/media?parent=9671727"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}