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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 OpenAlexvenueno aff
Rudra P. Pradhan, Rajesh Kumar

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.019
Threshold uncertainty score0.038

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations85
Published2010
Admission routes1
Has abstractyes

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