Using Neural Network to forecast foreign exchange rates
Chua, Daniel Pak Chong.
Ng, Chi Wei.
Tan, Hai Lek.
Date of Issue1999
College of Business (Nanyang Business School)
This study examined the ability of the neural network model to forecast bilateral exchange rate between Singapore and the United States. Forecasts as at the end of each month were generated for the period from February 1994 to July 1998. To determine the optimum model to adopt for the forecast of foreign exchange rates, variations to the prediction period and forecast horizon were made.
Final Year Project (FYP)
Nanyang Technological University