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A Neural Network-Genetic Algorithm Hybrid Model for Forecasting: USD/KWD Foreign Exchange Rate

Meriem Djennas, Mustapha Djennas, Mohamed Benbouziane




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 | #9266323 in Books |  Meriem Djennas |  2012-07-25 | Original language:English | PDF # 1 |  8.66 x.13 x5.91l,.21 | File type: PDF | 56 pages

 | A Neural Network Genetic Algorithm Hybrid Model for Forecasting

||About the Author|PhD. Candidate in Finance/EconometricsCRIISEA Research Center, Institute of Business Administration, University of Picardie Jules Verne- France

Prediction of exchange rate is one of the most leading financial problems because of its intrinsic difficulty and practical applications. In recent years, many nonlinear models have been proposed in the literature to modify the results of prediction in order to improve the forecasting performance of high frequency exchange rates. Neural networks and chaotic models are among models that have been exploited and have shown promising results. The main objective of our resear...

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