Home  Journals  Financial Analytics: Science and Experience  11(149) - 2013 March

Forecasting exchange rates using neural networks

Available online: 23 March 2013

Subject Heading: MONETARY POLICY

JEL Classification: 

In the article a comparison of methods of forecasting the currency - the US dollar and the euro, based on neural networks and GARCH-methodology are presented. Prediction method of neural networks for the dollar is 89% predictive power, for euro - 91%.

Keywords: Keywords: neural network, currency exchange rate forecasting, modeling

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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