PREDICTING THE EXCHANGE RATE EUR-LEU WITH SVM

Dumitru Ciobanu
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Dumitru Ciobanu: University of Craiova Faculty of Economics and Business Administration

Annals of University of Craiova - Economic Sciences Series, 2012, vol. 2, issue 40, 151-158

Abstract: Support Vector Machine (SVM) is one of the most promising algorithms from learning machines domain. First, SVM was designed to solve classification problems but later they was adapted to deal with regression problems. In this paper I present a model that use SVM to predict the exchange rate EUR-LEU. I’ve used the Matlab programming language for numerical simulations.

Keywords: Support Vector Machines; regression; prediction; exchange rate (search for similar items in EconPapers)
JEL-codes: C63 G17 (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:aio:aucsse:v:2:y:2012:i:40:p:151-158

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