AN EVOLUTIONARY ADAPTATIVE METHOD FOR SHORT TERM FORECASTING OF THE EXCHANGES RATE

Bogdan I. Boldea, Costin R. Boldea

Abstract


The paper presents a new method to forecast the variation of the exchange rate Euro-RON on a short period of time, using an evolutionary adaptative model of the behavior of the market and a genetic algorithm to forecast  the variation of the exchange rate.


Keywords


genetic algorithms; financial market forecasting

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References


ARNOLD,D., BEYER, G., 2006, Optimum tracking with evolution strategies. Evolutionary Computation; 14(3):291–308

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BEASLEY, D., 2000, Possible applications of evolutionary computation. In: Bäck T, Fogel DB, Michalewicz Z, editors. Evolutionary computation 1 basic algorithms and operators. Bristol and Philadelphia: Institute of Physics Publishing (IOP);. p. 4–19 [chapter 2]

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NELSON, R., WINTER, S., 1982, An Evolutionary Theory of Economic Change, Belknap Press, Cambridge, Mass. and London.


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Copyright (c) 2016 Bogdan I. Boldea

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LUCRĂRI ȘTIINȚIFICE MANAGEMENT AGRICOL

ISSN print 1453-1410
ISSN online 2069-2307
(former ISSN 1453-1410, E-ISSN 2069-2307)

PUBLISHER: AGROPRINT Timisoara, Romania
PAPER ACCESS: Full text articles available for free
FREQUENCY: Annual
PUBLICATION LANGUAGE: English

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