Neural Networks: Predicting Kuwaiti KD Currency Exchange Rates Versus Us Dollar

Jafar M. Haji; Mohammad A. Al-Mahmeed

Article Details

Neural Networks: Predicting Kuwaiti KD Currency Exchange Rates Versus Us Dollar

Authors:

Jafar M. Haji | Mohammad A. Al-Mahmeed

Publisher:

Kuwait University

Journal:

Arab Journal of Administrative Sciences Vol.6 Issue 1, pp.17-35

Document Type:

Article

Publication Date:

1/1999

Document Language:

English

Document ID (Org No.):

2001943404

pISSN:

2957-3521

Keywords:

Abstract:

 There are many known models for predicting currency exchange rates, linear and non-linear regression models and time series models specially Box and Jenkins model i.e. Autoregressive Moving Average models. Neural Networks techniques a new approach that has been used in many applications especially in pattern recognition problems. Time series is considered as pattern relation between two or more variables. Therefore, this research will use neural networks to study the relationship that effects Kuwaiti KD exchange rate versus US dollar for the purpose of using it in the future prediction of the currency exchange rate. Finally, we compared the neural network Model with the Box Jenkins Autoregressive and Moving Average Model.

Article Details

Neural Networks: Predicting Kuwaiti KD Currency Exchange Rates Versus Us Dollar

Authors:

Jafar M. Haji | Mohammad A. Al-Mahmeed

Publisher:

Kuwait University

Journal:

Arab Journal of Administrative Sciences Vol.6 Issue 1, pp.17-35

Document Type:

Article

Publication Date:

1/1999

Document Language:

English

Document ID (Org No.):

2001943404

pISSN:

2957-3521

Neural networks

Time series models

Currency exchange rate forecasting

Box-Jenkins models

Issues

Article Details

Neural Networks: Predicting Kuwaiti KD Currency Exchange Rates Versus Us Dollar

Authors: Jafar M. Haji | Mohammad A. Al-Mahmeed

Publisher: Kuwait University

Journal: Arab Journal of Administrative Sciences Vol.6 Issue 1, pp.17-35

Document Type: Article

Publication Date: 1/1999

Document Language: English

Document ID (Org No.): 2001943404

pISSN: 2957-3521

Neural networks

Time series models

Currency exchange rate forecasting

Box-Jenkins models

Issues

Authors:

Jafar M. Haji | Mohammad A. Al-Mahmeed

Publisher:

Kuwait University

Journal:

Arab Journal of Administrative Sciences Vol.6 Issue 1, pp.17-35

Document Type:

Article

Publication Date:

1/1999

Document Language:

English

Document ID (Org No.):

2001943404

pISSN:

2957-3521