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Alaa Sheta

Author(s) and WSEAS

Alaa Sheta

WSEAS Transactions on Systems

Print ISSN: 1109-2777
E-ISSN: 2224-2678

Volume 17, 2018

Notice: As of 2014 and for the forthcoming years, the publication frequency/periodicity of WSEAS Journals is adapted to the 'continuously updated' model. What this means is that instead of being separated into issues, new papers will be added on a continuous basis, allowing a more regular flow and shorter publication times. The papers will appear in reverse order, therefore the most recent one will be on top.

Volume 17, 2018

Prediction Stock Market Exchange Prices for the Reserve Bank of Australia Using Auto-Regressive with eXogenous Input Neural Network Model

AUTHORS: Alaa Sheta

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ABSTRACT: Financial forecasting is one of the challenging fields of research due to its wide commercial applications and high risks that could happen to courtiers economies if fail to deal with various changes in the market. Stock Market found to be a dynamic, non-linear and complex process in nature. It is usually affected by many factors such as economic conditions, bank exchange rate, investors’ expectations, governmental events, and of course Wars in various areas of the world. The process of prediction/forecasting of money exchange rate help organizations, governments and business market to make decisions; it is essential for determining information about future markets. This paper introduces the basic idea of developing mathematical models for currency exchange rate using Artificial Neural Network (ANN) and Multiple Linear Regression (MLR) models. The data set used in the experiments collected during January 4, 2010 to December 31, 2013. Number of criterion were used to validate the developed model’s performance. The NN model show promising results.

KEYWORDS: Prediction, Stock Market Exchange Prices, Reserve Bank of Australia, Artificial Neural Networks


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WSEAS Transactions on Systems, ISSN / E-ISSN: 1109-2777 / 2224-2678, Volume 17, 2018, Art. #9, pp. 79-88

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