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An Exploration of Backpropagation Numerical Algorithms in Modeling US Exchange Rates

2015· book-chapter· en· W4250234775 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.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.

Bibliographic record

VenueAdvances in business information systems and analytics book series · 2015
Typebook-chapter
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversité du Québec à Montréal
Fundersnot available
KeywordsBackpropagationBroyden–Fletcher–Goldfarb–Shanno algorithmMean squared errorArtificial neural networkAlgorithmAutoregressive–moving-average modelMoving averageComputer scienceMean absolute errorProcess (computing)RpropArtificial intelligenceMachine learningAutoregressive modelMathematicsStatisticsRecurrent neural network

Abstract

fetched live from OpenAlex

This chapter applies the Backpropagation Neural Network (BPNN) trained with different numerical algorithms and technical analysis indicators as inputs to forecast daily US/Canada, US/Euro, US/Japan, US/Korea, US/Swiss, and US/UK exchange rate future price. The training algorithms are the Fletcher-Reeves, Polak-Ribiére, Powell-Beale, quasi-Newton (Broyden-Fletcher-Goldfarb-Shanno, BFGS), and the Levenberg-Marquardt (LM). The standard Auto Regressive Moving Average (ARMA) process is adopted as a reference model for comparison. The performance of each BPNN and ARMA process is measured by computing the Mean Absolute Error (MAE), Mean Absolute Deviation (MAD), and Mean of Squared Errors (MSE). The simulation results reveal that the LM algorithm is the best performer and show strong evidence of the superiority of the BPNN over ARMA process. In sum, because of the simplicity and effectiveness of the approach, it could be implemented for real business application problems to predict US currency exchange rate future price.

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)0.004
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Scholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.763
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.022
Open science0.0000.000
Research integrity0.0000.000
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 head0.157
GPT teacher head0.390
Teacher spread0.233 · 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