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 00:38
Last Modified:	15 Mar 2017 21:57
URI:	http://repository.usp.ac.fj/id/eprint/6125

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