For the purposes of this research, the optimal MLP neural network topology has been designed and tested by means the specific genetic algorith m multi-objective Pareto-Based. The objective of the research is to predict the trend of the ex- change rate Euro/USD up to three days ahead of last data available. The variable of output of the ANN designed is then the daily exchange rate Euro/Dollar and the frequency of data collection of variables of input and the output is daily. By the analysis of the data it is possible to conclude that the ANN model developed can largely predict the trend to three days of exchange rate Euro/USD.
An Artificial Neural Network Model to Forecast Exchange Rates / Vincenzo, Pacelli; Bevilacqua, Vitoantonio; Michele, Azzollini. - In: JOURNAL OF INTELLIGENT LEARNING SYSTEMS AND APPLICATIONS. - ISSN 2150-8402. - 3:(2011), pp. 57-69. [10.4236/jilsa.2011.32008]
An Artificial Neural Network Model to Forecast Exchange Rates
BEVILACQUA, Vitoantonio;
2011-01-01
Abstract
For the purposes of this research, the optimal MLP neural network topology has been designed and tested by means the specific genetic algorith m multi-objective Pareto-Based. The objective of the research is to predict the trend of the ex- change rate Euro/USD up to three days ahead of last data available. The variable of output of the ANN designed is then the daily exchange rate Euro/Dollar and the frequency of data collection of variables of input and the output is daily. By the analysis of the data it is possible to conclude that the ANN model developed can largely predict the trend to three days of exchange rate Euro/USD.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
