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http://localhost:8080/xmlui/handle/123456789/2142| Title: | Development and performance evaluation of a novel knowledge guided artificial neural network (KGANN) model for exchange rate prediction |
| Authors: | Jena, Pradyot Ranjan Majhi, Ritanjali Majhi, Babita |
| Keywords: | Artificial neural network Neural network(FLANN); |
| Issue Date: | 2015 |
| Publisher: | Journal of King Saud University - Computer and Information Sciences |
| Citation: | 10.1016/j.jksuci.2015.01.002 |
| Abstract: | Thispaperpresentsanewadaptiveforecastingmodelusingaknowledgeguidedartificial neuralnetwork(KGANN)structureforefficientpredictionofexchangerate.Thenewstructurehas twoparallel systems.Thefirst systemisaleastmeansquare(LMS) trainedadaptive linearcombiner,whereas thesecondsystememploysanadaptiveFLANNmodel tosupplement theknowledgebasewithanobjective to improve its performance value. Theoutput of a trainedLMS model isaddedtoanadaptiveFLANNmodeltoprovideamoreaccurateexchangeratecompared tothatpredictedbyeitherasimpleLMSoraFLANNmodel.Thisfindinghasbeendemonstrated throughanexhaustingcomputer simulationstudyandusing real lifedata.Thus theproposed KGANNisanefficient forecastingmodel forexchangerateprediction. |
| Description: | NITW |
| URI: | http://localhost:8080/xmlui/handle/123456789/2142 |
| Appears in Collections: | School of Management |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 1-s2.0-S1319157815000622-main.pdf | 692.51 kB | Adobe PDF | View/Open |
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