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On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model

Author

Listed:
  • 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.

Suggested Citation

  • CIOBANU Dumitru & BAR Mary Violeta, 2013. "On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(2), pages 91-109.
    • Handle: RePEc:blg:reveco:v:65:y:2013:i:2:p:91-109
    as

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    References listed on IDEAS

    as
    1. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
    2. Dumitru Ciobanu, 2012. "Using SVM for Classification," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 5(5), pages 209-224, October.
    3. Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009. "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 17-29, May.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Prediction; Exchange Rate; Support Vector Machines; Matlab;
    All these keywords.

    JEL classification:

    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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