AN EVOLUTIONARY ADAPTATIVE METHOD FOR SHORT TERM FORECASTING OF THE EXCHANGES RATE
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
Full Text:
PDFReferences
ARNOLD,D., BEYER, G., 2006, Optimum tracking with evolution strategies. Evolutionary Computation; 14(3):291–308
BACK, T, FOGEL, D.,2000, Michalewicz Z. Evolutionary computation 2. Advanced algorithms and operators. Bristol and Philadelphia: Institute of Physics Publishing (IOP)
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]
GOLDBERG, d., 1989, - Genetic algorithms in search, optimization, and machine learning - Addison-Wesley, Reading, Massachusetts, 1989
NELSON, R., WINTER, S., 1982, An Evolutionary Theory of Economic Change, Belknap Press, Cambridge, Mass. and London.
Refbacks
- There are currently no refbacks.
Copyright (c) 2016 Bogdan I. Boldea
This work is licensed under a Creative Commons Attribution 4.0 International License.
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
______________________________________________________________________________________________
Banat`s University of Agricultural Sciences and Veterinary Medicine “King Michael I of Romania” from Timisoara
Faculty of Management and Rural Tourism
300645, Timisoara, Calea Aradului 119, Romania
E-mail: tabitaadamov2003 [at] yahoo.com
Phone: +40-256-277439, Fax.: +40-256-277031