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
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/
