Using Neural Network to forecast foreign exchange rates
This study examined the ability of the neural network model to forecast bilateral exchange rate between Singapore and the United States. Forecasts as at the end of each month were generated for the period from February 1994 to July 1998. To determine the optimum model to adopt for the forecast of fo...
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2008
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| Online Access: | http://hdl.handle.net/10356/10764 |
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sg-ntu-dr.10356-107642023-05-19T06:24:06Z Using Neural Network to forecast foreign exchange rates Chua, Daniel Pak Chong. Ng, Chi Wei. Tan, Hai Lek. Lim, Boon Chye Nanyang Business School DRNTU::Business::Finance::Foreign exchange This study examined the ability of the neural network model to forecast bilateral exchange rate between Singapore and the United States. Forecasts as at the end of each month were generated for the period from February 1994 to July 1998. To determine the optimum model to adopt for the forecast of foreign exchange rates, variations to the prediction period and forecast horizon were made. 2008-09-24T07:47:16Z 2008-09-24T07:47:16Z 1999 1999 Final Year Project (FYP) http://hdl.handle.net/10356/10764 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
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NTU Library |
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Asia |
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Singapore Singapore |
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NTU Library |
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DR-NTU |
| topic |
DRNTU::Business::Finance::Foreign exchange |
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DRNTU::Business::Finance::Foreign exchange Chua, Daniel Pak Chong. Ng, Chi Wei. Tan, Hai Lek. Using Neural Network to forecast foreign exchange rates |
| description |
This study examined the ability of the neural network model to forecast bilateral exchange rate between Singapore and the United States. Forecasts as at the end of each month were generated for the period from February 1994 to July 1998. To determine the optimum model to adopt for the forecast of foreign exchange rates, variations to the prediction period and forecast horizon were made. |
| author2 |
Lim, Boon Chye |
| author_facet |
Lim, Boon Chye Chua, Daniel Pak Chong. Ng, Chi Wei. Tan, Hai Lek. |
| format |
Final Year Project |
| author |
Chua, Daniel Pak Chong. Ng, Chi Wei. Tan, Hai Lek. |
| author_sort |
Chua, Daniel Pak Chong. |
| title |
Using Neural Network to forecast foreign exchange rates |
| title_short |
Using Neural Network to forecast foreign exchange rates |
| title_full |
Using Neural Network to forecast foreign exchange rates |
| title_fullStr |
Using Neural Network to forecast foreign exchange rates |
| title_full_unstemmed |
Using Neural Network to forecast foreign exchange rates |
| title_sort |
using neural network to forecast foreign exchange rates |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/10764 |
| _version_ |
1770566628985012224 |