An Artificial Neural Network Model to Forecast Exchange Rates
Vincenzo Pacelli, Vitoantonio Bevilacqua, Michele Azzollini
DOI: 10.4236/jilsa.2011.32008   PDF    HTML     13,218 Downloads   32,016 Views   Citations


For the purposes of this research, the optimal MLP neural network topology has been designed and tested by means the specific genetic algorithm 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.

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V. Pacelli, V. Bevilacqua and M. Azzollini, "An Artificial Neural Network Model to Forecast Exchange Rates," Journal of Intelligent Learning Systems and Applications, Vol. 3 No. 2, 2011, pp. 57-69. doi: 10.4236/jilsa.2011.32008.

Conflicts of Interest

The authors declare no conflicts of interest.


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