Efficient prediction of foreign exchange rate using nonlinear single layer artificial neural model

被引：0

作者：

Majhi, Ritanjah ^{[1
]}

Panda, G. ^{[1
]}

Sahoo, G. ^{[2
]}

机构：

[1] Natl Inst Technol, Jamshedpur, Bihar, India

[2] Birla Inst Technol, Dept Comp Sci & Engn, Mesra, India

来源：

2006 IEEE CONFERENCE ON CYBERNETICS AND INTELLIGENT SYSTEMS, VOLS 1 AND 2 | 2006年

关键词：

financial forecasting; application of ANN to forecasting;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The present paper proposes an efficient adaptive forecasting model for one month ahead prediction of foreign exchange using single layer artificial neural network Using real time series of rupees, pounds and yens the dollar exchange rate is predicated in each case. It is demonstrated that the proposed nonlinear model yields excellent prediction in each case.

引用

页码：412 / +

页数：2

共 6 条

[1]

BODYANSKIY Y, 2005, EUROPEAN J OPERATION

[2]

KIM KJ, 2005, EXPERT SYST APPL

[3] Neural network techniques for financial performance prediction: integrating fundamental and technical analysis [J].