PREDICTING THE EXCHANGE RATE EUR-LEU WITH SVM

Support Vector Machine (SVM) is one of the most promising algorithms from learning machines domain. First, SVM was designed to solve classification problems but later they was adapted to deal with regression problems. In this paper I present a model that use SVM to predict the exchange rate EUR-LEU. I’ve used the Matlab programming language for numerical simulations.

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Year of publication:	2012
Authors:	Ciobanu, Dumitru
Published in:	Annals of University of Craiova - Economic Sciences Series. - Facultatea de Economie şi Administrarea Afacerilor, ISSN 1223-365X. - Vol. 2.2012, 40, p. 151-158
Publisher:	Facultatea de Economie şi Administrarea Afacerilor
Subject:	Support Vector Machines \| regression \| prediction \| exchange rate

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Extent:	application/pdf
Type of publication:	Article
Classification:	C63 - Computational Techniques ; G17 - Financial Forecasting
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010819617