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Forecasting Tala-AUD and Tala - USD exchange rates with ANN

Ahmed, Shamsuddin and Khan, Mohammad G.M. and Prasad, Biman C. and Prasad, Avlin (2013) Forecasting Tala-AUD and Tala - USD exchange rates with ANN. World Academy of Science, Engineering and Technology, 78 . pp. 276-284. ISSN 2070-3740

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    Abstract

    The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.

    Item Type: Journal Article
    Subjects: H Social Sciences > HG Finance
    Divisions: Faculty of Business and Economics (FBE) > Graduate School of Business
    Faculty of Science, Technology and Environment (FSTE) > School of Computing, Information and Mathematical Sciences
    Faculty of Business and Economics (FBE) > School of Economics
    Depositing User: Ms Shalni Sanjana
    Date Deposited: 06 Aug 2013 12:38
    Last Modified: 16 Mar 2017 09:57
    URI: http://repository.usp.ac.fj/id/eprint/6125
    UNSPECIFIED

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