• DocumentCode
    436370
  • Title

    A nonlinear neuro-fuzzy model for prediction of daily exchange rates

  • Author

    Neagoe, V. ; Iatan, R. ; Iatan, H.

  • Author_Institution
    Depart. Appl. Electronics & Information Eng., Polytechnic University of Bucharest, Romania
  • Volume
    17
  • fYear
    2004
  • fDate
    June 28 2004-July 1 2004
  • Firstpage
    573
  • Lastpage
    578
  • Abstract
    We further present a nonlinear neuro-fuzzy approach to financial engineering. We successfully apply the Fuzzy-Gaussian Neural Network (FGNN) to the prediction or the daily exchange rate (US Dollar/Romanian Lei). For comparison, we consider a forecasting approach, corresponding to the Higher Order Autoregressive (AR) model.
  • Keywords
    Computational modeling; Consumer electronics; Electrocardiography; Exchange rates; Fuzzy logic; Fuzzy systems; Large Hadron Collider; Mathematics; Neural networks; Predictive models; Autoregressive Model; Exchange Kate Prediction; Financial Engineering; Fuzzy-Gaussian Neural Network;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Automation Congress, 2004. Proceedings. World
  • Conference_Location
    Seville
  • Print_ISBN
    1-889335-21-5
  • Type

    conf

  • Filename
    1439428
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=436370