An Empirical Study of the Artificial Neural Network for Currency Exchange Rate Time Series Prediction

2009 ◽  
pp. 543-549
Author(s):  
Pin-Chang Chen ◽  
Chih-Yao Lo ◽  
Hung-Teng Chang
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Exchange Rate ◽  
Empirical Study ◽  
Time Series Prediction ◽  
Currency Exchange ◽  
Currency Exchange Rate ◽  
Artificial Neural

Artificial Neural Network Model with PSO as a Learning Method to Predict Movement of the Rupiah Exchange Rate against the US Dollar

2021 ◽  
pp. 81
Author(s):  
Eko Verianto ◽  
Budi Sutedjo Dharma Oetomo
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Exchange Rate ◽  
Pso Algorithm ◽  
Learning Method ◽  
Currency Exchange ◽  
Currency Exchange Rate ◽  
The Us ◽  
Us Dollar ◽  
Artificial Neural

The movement of currency exchange rate can be predicted in the next few days, this is used by economic actors to get profit. Artificial Neural Network with the backpropagation learning method is good enough to use for forecasting time series data, it's just that in its application this method was considered to have shortcomings such as a long training time to achieve convergence. The purpose of this research is to form a Multilayer Perceptron Artificial Neural Network model with the Particle Swarm Optimization (PSO) algorithm as a learning method in the case of currency exchange rate prediction. This research produced a model that can predict the movement of the Rupiah exchange rate against the US Dollar, while the model formed was the MLP-PSO model with an error rate of 5.6168 x 10-8, slightly better than the MLP-BP model with an error rate of 6.4683 x 10-8. These results indicated that the PSO algorithm can be used as a learning algorithm in the Multilayer Perceptron Artificial Neural Network.

scholarly journals Forecasting currency exchange rate time series with fireworks-algorithm-based higher order neural network with special attention to training data enrichment

2020 ◽  
Vol 21 (4) ◽  
Author(s):  
Kishore Kumar Sahu ◽  
Sarat Chandra Nayak ◽  
Himanshu Sekhar Behera
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Exchange Rate ◽  
Training Data ◽  
Training Dataset ◽  
Functional Link ◽  
Fireworks Algorithm ◽  
Currency Exchange ◽  
Currency Exchange Rate ◽  
Artificial Neural

Exchange rates are highly fluctuating by nature, thus difficult to forecast. Artificial neural networks (ANN) have proved to be better than statistical methods. Inadequate training data may lead the model to reach suboptimal solution resulting, poor accuracy as ANN-based forecasts are data driven. To enhance forecasting accuracy, we suggests a method of enriching training dataset through exploring and incorporating of virtual data points (VDPs) by an evolutionary method called as fireworks algorithm trained functional link artificial neural network (FWA-FLN). The model maintains the correlation between the current and past data, especially at the oscillation point on the time series. The exploring of a VDP and forecast of the succeeding term go consecutively by the FWA-FLN. Real exchange rate time series are used to train and validate the proposed model. The efficiency of the proposed technique is related to other models trained similarly and produces far better prediction accuracy.

scholarly journals An Ant-Lion Optimizer-Trained Artificial Neural Network System for Chaotic Electroencephalogram (EEG) Prediction

2018 ◽  
Vol 8 (9) ◽  
pp. 1613 ◽  
Author(s):  
Utku Kose
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Time Series Prediction ◽  
Optimization Technique ◽  
Mental States ◽  
Target Time ◽  
Ant Lion Optimizer ◽  
Ant Lion ◽  
Artificial Neural

The prediction of future events based on available time series measurements is a relevant research area specifically for healthcare, such as prognostics and assessments of intervention applications. A measure of brain dynamics, electroencephalogram time series, are routinely analyzed to obtain information about current, as well as future, mental states, and to detect and diagnose diseases or environmental factors. Due to their chaotic nature, electroencephalogram time series require specialized techniques for effective prediction. The objective of this study was to introduce a hybrid system developed by artificial intelligence techniques to deal with electroencephalogram time series. Both artificial neural networks and the ant-lion optimizer, which is a recent intelligent optimization technique, were employed to comprehend the related system and perform some prediction applications over electroencephalogram time series. According to the obtained findings, the system can successfully predict the future states of target time series and it even outperforms some other hybrid artificial neural network-based systems and alternative time series prediction approaches from the literature.

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