Shamsuddin Ahmed and M. G. M. Khan and Biman Prasad and Avlin Prasad
Forecasting TalaAUD and TalaUSD Exchange Rates with ANN
1359 - 1367
2013
7
6
International Journal of Economics and Management Engineering
https://publications.waset.org/pdf/8217
https://publications.waset.org/vol/78
World Academy of Science, Engineering and Technology
The focus of this paper is to construct daily time series
exchange rate forecast models of Samoan TalaUSD and TalaAUD
during the year 2008 to 2012 with neural network The performance
of the models was measured by using varies error functions such as
Root Square mean error (RSME), Mean absolute error (MAE), and
Mean absolute percentage error (MAPE). Our empirical findings
suggest that AR (1) model is an effective tool to forecast the
TalaUSD and TalaAUD.
Open Science Index 78, 2013