Foreign Exchange Rate Forecasting In Global Money Markets Using Adaptive Methods

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Nafarieh, Mohammad | 2009

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 39473 (01)
University: Sharif University of Technology
Department: Industrial Engineering
Advisor(s): Kianfar, Farhad
Abstract:
The traders exchange currencies in an online foreign exchange market (Forex), so they need to know ways help them to predict trend of market. There are some methods to forecast exchange rate based on experiment. However they can submit good signals, they are too late for exchange. Two things are important, they should be correct and on time. In this research, we try to submit a prediction by Adaptive Methods in which provides both of them. In first approach, we test 468 models of Artificial Neural Network to achieve the best; and in second approach, Genetic Algorithm and Swarm Intelligence are applied to training Artificial Neural Network. Finally, in addition to forecasting exchange rate, we have signals before it happens
Keywords:
Exchange Rate ; Neural Network ; Genetic Algorithm ; Swarm Intelligence ; Foreign Exchange (Forex) ; Adaptive Method