1. DSpace at Kasdi Merbah University Ouargla
  2. 7. Revues Univ Ouargla
  3. 04 Revue El Bahith
  4. numéro 17 2017 Arabic sec
Please use this identifier to cite or link to this item: https://dspace.univ-ouargla.dz/jspui/handle/123456789/16221
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dc.contributor.authorحادة مدوري-
dc.contributor.authorمحمد مكيديش-
dc.date.accessioned2017-
dc.date.available2017-
dc.date.issued2017-
dc.identifier.issn1112-3613-
dc.identifier.urihttp://dspace.univ-ouargla.dz/jspui/handle/123456789/16221-
dc.descriptionRevue El Bahithen_US
dc.description.abstractThe 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.en_US
dc.language.isootheren_US
dc.relation.ispartofseriesNumber 17 2017 Arabic Sec;-
dc.subjectForecastingen_US
dc.subjectTimes Seriesen_US
dc.subjectARFIMA Modelen_US
dc.subjectArtificial Neurrone Network ANNen_US
dc.subjectExchange Rate Marketen_US
dc.titleA Comparative Study of ARFIMA and Artificial Neural Networks to Forecast Exchange Rate of Dinar Algerianen_US
dc.typeArticleen_US
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