Exchange rate prediction with multilayer perceptron neural network using gold price as external factor

In this paper, the problem of predicting the exchange rate time series in the foreign exchange rate market is going to be solved using a time-delayed multilayer perceptron neural network with gold price as external factor. The input for the learning phase of the artificial neural network are the exc...

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Bibliographic Details
Main Authors: Mohammad Fathian, Arash N.Kia
Format: Article
Language:English
Published: Growing Science 2012-04-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/msl/Vol2/msl_2011_128.pdf