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Record W1997199759 · doi:10.5539/jmr.v2n4p111

Forecasting Exchange Rate in India: An Application of Artificial Neural Network Model

2010· article· en· W1997199759 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueJournal of Mathematics Research · 2010
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsMean absolute percentage errorMean squared errorArtificial neural networkMean absolute errorAbsolute deviationMathematicsExchange rateStatisticsUs dollarEconometricsPound (networking)Foreign exchangeApproximation errorArtificial intelligenceComputer scienceEconomics

Abstract

fetched live from OpenAlex

The paper employs Artificial Neural Network (ANN) to forecast foreign exchange rate in India during 1992-2009. We used two types of data set (daily and monthly) for US dollar, British pound, euro and Japanese yen. The performance of forecasting is quantified by using various loss functions namely root mean square error (RMSE), mean absolute error (MAE), mean absolute deviation (MAD) and mean absolute percentage error (MAPE). Empirical results confirm that ANN is an effective tool to forecast the exchange rate. The technique gives the evidence that there is possibility of extracting information hidden in the foreign exchange rate and predicting it into the future. The evaluation of the proposed model is based on the estimation of the average behaviour of the above loss functions.Keywords- Exchange Rate; Neural Network

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.088
metaresearch head score (Gemma)0.027
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesMetaresearch
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.808
Threshold uncertainty score0.981

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0880.027
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.449
GPT teacher head0.523
Teacher spread0.074 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it