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On A Model For Predicting The Exchange Rate Euro-Leu With A Nar Neural Network

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  • CIOBANU Dumitru

Abstract

Developing new methods for predictive modeling of time series and application of existing techniques in many other areas will be a permanent concern for both researchers and companies that are interested to gain competitive advantages. In this paper, I used Matlab software suite to create a NAR (nonlinear autoregressive) neural network able to predict the following values of the series of exchange rate euro-leu. Using graphs obtained from numerous simulations emphasize the chaotic nature of the series. I also explore the possibility of improving the predictions with a time series made of arithmetic averages of predictions.

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  • CIOBANU Dumitru, 2012. "On A Model For Predicting The Exchange Rate Euro-Leu With A Nar Neural Network," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 0(5), pages 38-44.
  • Handle: RePEc:blg:reveco:v:supplement:y:2012:i:5:p:38-44
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    File URL: http://economice.ulbsibiu.ro/revista.economica/archive/suplimente/Volume5-2012.pdf
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    Cited by:

    1. Ciobanu Dumitru, 2012. "On The Prediction Of Chaotic Dynamics With Artificial Intelligence Techniques," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 106-111, December.

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