ON THE PREDICTION OF EXCHANGE RATE DOLLAR/EURO WITH AN SVM MODEL

Dumitru Ciobanu and Mary Violeta Bar
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Dumitru Ciobanu: University of Craiova
Mary Violeta Bar: University of Craiova

Revista Economica, 2013, vol. 65, issue 2, 91-109

Abstract: Developing new methods for predictive modeling of time series and application of the existing techniques in other areas will be a permanent concern for both researchers and companies that are interested in gaining competitive advantages. In this paper I present the construction of an artificial intelligence model, based on Support Vector Machines that predict the exchange rate DOLLAR/EURO. For simulations I ve used Matlab software suite.

Keywords: Prediction; Exchange Rate; Support Vector Machines; Matlab (search for similar items in EconPapers)
JEL-codes: C45 C53 C63 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:blg:reveco:v:65:y:2013:i:2:p:91-109

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