An Exploration of Backpropagation Numerical Algorithms in Modeling US Exchange Rates
Bibliographic record
Abstract
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.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.003 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.001 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.002 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.001 | 0.002 |
| Insufficient payload (model declined to judge) | 0.003 | 0.002 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".