FX Network Predictive Model
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.
Authors
- Mohamed Hamdi KAANICHE
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-03-11
- DOI
- https://doi.org/10.5281/zenodo.18948769
- Primary Topic
- Complex Systems and Time Series Analysis
- Type
- article
- Field-Weighted Citation Impact
- 0.00