Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
Neural Networks and Rules-based Systems used to Find Rational and
To: Author
Article Fingerprint
ReserarchID
224BT
Md. Zahangir Alam
The key motivation of this study is to examine the application of autoregressive model for forecasting and trading the BDT/USD exchange rates from July 03, 2006 to April 30, 2010 as in-sample and May 01, 2010 to July 04, 2011 as out of sample data set. AR and ARMA models are benchmarked with a naΓ―ve strategy model. The major findings of this study is that in case of in-sample data set, the ARMA model, whereas in case of out-of-sample data set, both the ARMA and AR models jointly outperform other models for forecasting the BDT/USD exchange rate respectively in the context of statistical performance measures. As per trading performance, both the ARMA and naive strategy models outperform all other models in case of in-sample data set. On the other hand, both the AR and naive strategy models do better than all other models in case of out-of-sample data sets as per trading performance.
Md. Zahangir Alam. 1970. \u201cForecasting the BDT/USD Exchange Rate Using Autoregressive Model\u201d. Global Journal of Management and Business Research - B: Economic & Commerce GJMBR-B Volume 12 (GJMBR Volume 12 Issue B19): .
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
The methods for personal identification and authentication are no exception.
Total Score: 101
Country: Bangladesh
Subject: Global Journal of Management and Business Research - B: Economic & Commerce
Authors: Md. Zahangir Alam (PhD/Dr. count: 0)
View Count (all-time): 138
Total Views (Real + Logic): 20689
Total Downloads (simulated): 11113
Publish Date: 1970 01, Thu
Monthly Totals (Real + Logic):
Neural Networks and Rules-based Systems used to Find Rational and
A Comparative Study of the Effeect of Promotion on Employee
The Problem Managing Bicycling Mobility in Latin American Cities: Ciclovias
Impact of Capillarity-Induced Rising Damp on the Energy Performance of
The key motivation of this study is to examine the application of autoregressive model for forecasting and trading the BDT/USD exchange rates from July 03, 2006 to April 30, 2010 as in-sample and May 01, 2010 to July 04, 2011 as out of sample data set. AR and ARMA models are benchmarked with a naΓ―ve strategy model. The major findings of this study is that in case of in-sample data set, the ARMA model, whereas in case of out-of-sample data set, both the ARMA and AR models jointly outperform other models for forecasting the BDT/USD exchange rate respectively in the context of statistical performance measures. As per trading performance, both the ARMA and naive strategy models outperform all other models in case of in-sample data set. On the other hand, both the AR and naive strategy models do better than all other models in case of out-of-sample data sets as per trading performance.
We are currently updating this article page for a better experience.
Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.