文章基本信息

标题：An Artificial Neural Network Model to Forecast Exchange Rates
本地全文：下载
作者：Vincenzo Pacelli ; Vitoantonio Bevilacqua ; Michele Azzollini 等
期刊名称：Journal of Intelligent Learning Systems and Applications
印刷版ISSN：2150-8402
电子版ISSN：2150-8410
出版年度：2011
卷号：3
期号：2A
页码：57-69
DOI：10.4236/jilsa.2011.32008
出版社：Scientific Research Publishing
摘要：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.
关键词：Exchange Rates; Forecasting; Artificial Neural Networks; Financial Markets