Indian Currency Exchange Rate Forecasting Using Neural Networks
Predicting currency exchange rate and handling enormous data with traditional time series analysis has proven to be difficult An artificial neural network may be more suitable for the task because no assumption about a suitable mathematical model has to be made prior to forecasting and being a stochastic method it can reach the near optimum solution in relatively lesser time. Furthermore, a neural network has the ability to extract useful information from large sets of data, which is required for a satisfying description of a financial time series. This paper discusses the various conventional analysis methods and neural network methodology to forecast the currency exchange rate. The paper also provides the effects of various topological parameters on the accuracy and training time of neural networks. A topology of neural network is proposed for the prediction of Indian currency exchange rate.
artificial neural network (ann) currency exchange rate multilayerperceptron (mlp).
S.S.GILL AMANJOT KAUR GILL NAVEEN GOEL
Assoc.Prof.Department of Electronics and Communication Engineering Guru Nanak Dev Engg.College,Ludhi Asstt .Prof.Department of Business Management Guru Nanak Dev Engg.College,Ludhiana M.Tech.Student Department of Electronics and Communication Engineering Guru Nanak Dev Engg.College,L
国际会议
成都
英文
196-199
2010-07-09（万方平台首次上网日期，不代表论文的发表时间）