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
fDate :
June 28 2004-July 1 2004
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;
Conference_Titel :
Automation Congress, 2004. Proceedings. World
Conference_Location :
Seville
Print_ISBN :
1-889335-21-5
