Article

ON THE PREDICTION OF EXCHANGE RATE DOLLAR/EURO WITH AN SVM MODEL

CIOBANU Dumitru, University of Craiova

BAR Mary Violeta, University of Craiova

 

Abstract:
Developing new methods for predictive modeling of time series and application of the existing techniques in other areas will be a permanent concern for both researchers and companies that are interested in gaining competitive advantages. In this paper I present the construction of an artificial intelligence model, based on Support Vector Machines that predict the exchange rate DOLLAR/EURO. For simulations I ve used Matlab software suite.

 

Keywords: Prediction, Exchange Rate, Support Vector Machines, Matlab

JEL Classification: C45, C53, C63

Volume: 65, Issue: 2

Pages: 91 - 109

Publication date: , 2013

Download the article: http://economice.ulbsibiu.ro/revista.economica/archive/65208ciobanu&bar.pdf


”Cite

CIOBANU Dumitru, 2013, ON THE PREDICTION OF EXCHANGE RATE DOLLAR/EURO WITH AN SVM MODEL, Revista Economică, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol.65(2), pages 91-109, . DOI: https://doi.org/


 


Listing and Indexing

repec

ebsco

ulrich

crossref