Comparison of neural network and hybrid genetic algorithm-neural network in forecasting of Philippine peso-US dollar exchange rate

• Main Authors: Torregoza, Mark Lorenze R., Dadios, Elmer P.
• Format: text
• Published: Animo Repository 2014
• Subjects: Foreign exchange rates—Forecasting; Neural networks (Computer science); Evolutionary computation; Finance and Financial Management; Manufacturing
• Online Access: https://animorepository.dlsu.edu.ph/faculty_research/1913
• Institution: De La Salle University

This paper presents a new method in forecasting Philippine Peso to US Dollar exchange rate. Compared to the conventional way, in which the Philippine Dealing System (PDS), as monitored by the Central Bank, determines the rate by analysing demand and supply, the use of artificial neural network, havi...