Using Neural Network to forecast foreign exchange rates

• Main Authors: Chua, Daniel Pak Chong., Ng, Chi Wei., Tan, Hai Lek.
• Other Authors: Lim, Boon Chye
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Foreign exchange
• Online Access: http://hdl.handle.net/10356/10764
• Institution: Nanyang Technological University

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...