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Predicting The Exchange Rate Eur-Leu With Svm

Author

Listed:
  • Dumitru Ciobanu

    (University of Craiova Faculty of Economics and Business Administration)

Abstract

Support Vector Machine (SVM) is one of the most promising algorithms from learning machines domain. First, SVM was designed to solve classification problems but later they was adapted to deal with regression problems. In this paper I present a model that use SVM to predict the exchange rate EUR-LEU. I’ve used the Matlab programming language for numerical simulations.

Suggested Citation

  • Dumitru Ciobanu, 2012. "Predicting The Exchange Rate Eur-Leu With Svm," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(40), pages 151-158.
    • Handle: RePEc:aio:aucsse:v:2:y:2012:i:40:p:151-158
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    File URL: http://feaa.ucv.ro/AUCSSE/0040v2-017.pdf
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    More about this item

    Keywords

    Support Vector Machines; regression; prediction; exchange rate;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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