Please use this identifier to cite or link to this item:
https://dspace.univ-ouargla.dz/jspui/handle/123456789/16221
Title: | A Comparative Study of ARFIMA and Artificial Neural Networks to Forecast Exchange Rate of Dinar Algerian |
Authors: | حادة مدوري محمد مكيديش |
Keywords: | Forecasting Times Series ARFIMA Model Artificial Neurrone Network ANN Exchange Rate Market |
Issue Date: | 2017 |
Series/Report no.: | Number 17 2017 Arabic Sec; |
Abstract: | The aim of this study is to compare between (ARFIMA) and (ANN) forecasting models of the exchange 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 model for the exchange rate of the dinar Algerien against the U.S. dollar and euro .As for Forecasting the exchange rate of the dinar Algerien against the pound sterling is better with ARFIMA model. |
Description: | Revue El Bahith |
URI: | http://dspace.univ-ouargla.dz/jspui/handle/123456789/16221 |
ISSN: | 1112-3613 |
Appears in Collections: | numéro 17 2017 Arabic sec |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.