Abstract
Financial markets in any country in the world are one of the most important pillars of the economy. The global financial crisis and the current economic and political situation have impacted the regional and international financial markets. To deal with such financial crises in the business markets, a model is essential to describe and address these phenomena which consider variations over time and characterize a suitable and effective model. The aim of this research is to construct a mathematical model for the time series of the Turkish lira compared to the US Dollar by the ARIMA model and to predict the next period ,and to measure the accuracy and efficiency of the model of prediction adopted using statistical error criteria.
References
- Rout, Minakhi, Babita Majhi, Ritanjali Majhi, and Ganapati Panda. 2014. “Forecasting of Currency Exchange Rates Using an Adaptive ARMA Model with Differential Evolution Based Training.” Journal of King Saud University-Computer and Information Sciences 26(1): 7–18.
Abstract
References
- Rout, Minakhi, Babita Majhi, Ritanjali Majhi, and Ganapati Panda. 2014. “Forecasting of Currency Exchange Rates Using an Adaptive ARMA Model with Differential Evolution Based Training.” Journal of King Saud University-Computer and Information Sciences 26(1): 7–18.
Details
| Primary Language | English |
|---|---|
| Journal Section | Articles |
| Authors | |
| Publication Date | September 10, 2020 |
| Submission Date | April 14, 2020 |
| Published in Issue | Year 2020 |
Cited By
Forecasting with ARMA models
International Journal of Research in Business and Social Science (2147- 4478)
https://doi.org/10.20525/ijrbs.v10i1.1005
Contact: ijasosjournal@hotmail.com
The IJASOS Journal's site and its metadata are licensed under CC BY
Published and Sponsored by OCERINT International © 2015- 2025