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Comparative Study Between ARFIMA Long Memory Models and Artificial Neural Networks for Predicting the Exchange Rate of the Algerian Dinar.

Domain:

socioeconomic

Record type:

paper
Creator:
MadMki
Publisher:
Zenodo
Host:avatar
The aim of this study is to compare between (ARFIMA) and (ANN) forecasting models of theexchange rate of the dinar against major currencies in the foreign exchange market, the U.S. dollar, euro,pound sterling using a series of mensuel quotations over the period (2000-2014).The main finding of this study is that ANN model has better forecasting performance than ARFIMA modelfor the exchange rate of the dinar Algerien against the U.S. dollar and euro .As for Forecasting theexchange rate of the dinar Algerien against the pound sterling is better with ARFIMA model.

Visit

doi.orgzenodo.org

Languages

Arabic, Algerian Spoken

Tags

ForecastingTimes SeriesARFIMA ModelArtificial Neurrone Network ANNExchange Rate Market

Licenses

Creative Commons Attribution 4.0 Internationalhttps://creativecommons.org/licenses/by/4.0/legalcode

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