![]() |
10.5120/6069-8225 |
Suresh Kumar Sharma and Vinod Sharma. Article: Proficient Prophecy of Foreign Exchange Rate using Artificial Neural Network: A Case of USD to INR. International Journal of Computer Applications 43(1):26-28, April 2012. Full text available. BibTeX
@article{key:article, author = {Suresh Kumar Sharma and Vinod Sharma}, title = {Article: Proficient Prophecy of Foreign Exchange Rate using Artificial Neural Network: A Case of USD to INR}, journal = {International Journal of Computer Applications}, year = {2012}, volume = {43}, number = {1}, pages = {26-28}, month = {April}, note = {Full text available} }
Abstract
The value of foreign exchange rate has vital role in today's global market. Know even the approximate value of the exchange rate a day before helps the businessman to plan their investments. In this research paper popular machine learning technique artificial neural network with back propagation is used for predicting the value of exchange rate value of USD in term of Indian Rupees. The inputs for neural network are prepared using moving average technique. The experimental setup is designed and implemented in MATLAB. The interesting results so obtained are shown in this paper.
References
- J. A. Anderson 1997. , An Introduction to Neural Networks.
- Ritanjali Majhi Panda, G. Sahoo 2006, Efficient Prediction of Foreign Exchange Rate using Nonlinear Single Layer Artificial Neural Model, in IEEE Conference on Cybernetics and Intelligent Systems.
- Dr. Cem Kadilar, Dr. Muammer 2009, Forecasting The Exchange Rate Series With ANN: The Case Of Turkey, Istanbul University Econometrics and Statistics e-Journal.
- Suresh Kumar Sharma, Vinod Sharma 2011, ANN Approach for Daily Prediction of Gas Load Forecasting, in 5th National Conf. Computing For Nation Development; INDIACom.
- Liliana, Togar Alam Napitupulu 2010, Artificial Neural Network Application in Gross Domestic Product Forecasting," in Proc. 2nd Int. Conf. on Advances in Computing, Control, and Telecommunication Technologies.
- Yong Wang Dawu Gu Jianping Xu Jing Li. 2009 , Back Propagation Neural Network for Short-term Electricity Load Forecasting with Weather Features , In 9th Int. Conf. On Computational Intelligence and Natural Computing.
- Armi S. Jovero, " Forecasting and Its Applications," Thesis, Philippine Christian University.
- Joarder Kamruzzaman, Ruhul A Sarker. 2003. Forecasting of Currency Exchange Rates using ANN: A Case Study, in Proc. Int. Conf. On Neural Networks And Signal Processing,
- Abdul Kalam Azad, Md. Mahsin 2011. Forecasting Exchange Rates of Bangladesh using ANN and ARIMA Models: A Comparative Study, in International Journal Of Advanced Engineering Sciences And Technologies.
- Ashok k. Nag, Amit Mitra 2002. ,Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks, in Journal Of Forecasting.
- Joarder Kamruzzaman , Ruhul A Sarker Iftekhar Ahmad 2003,SVM Based Models for Predicting Foreign Currency Exchange Rates, in 3rd IEEE International Conf. on Data Mining.
- Joarder Kamruzzaman 2004. , ANN-Based Forecasting of Foreign Currency Exchange Rates," in Neural Information Processing - Letters and Reviews.
- S. Rajasekaran ,G. A. Vijayalakshmi pai 2006. ,Neural Networks, Fuzzy Logic, and Genetic Algorithms.
- . Yihang, Liu, Lieli,Liu 2006. ,Sales forecasting through fuzzy neural networks, in Proc. International Conference on Electronic Computer Technology.