#2927. Time series modelling, NARX neural network and hybrid KPCA–SVR approach to forecast the foreign exchange market in Mauritius

March 2027publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript5500 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Economics, Econometrics and Finance (all);
Business, Management and Accounting (all);
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Abstract:
The article analyzes the time series model, artificial neural networks (ANN) and statistical topologies for studying volatility and forecasting foreign exchange rates. The results show that the GARCH model performs better in terms of clustering and volatility prediction compared to the ARIMA model.
Keywords:
Artificial intelligence; Forex market; Time series model

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