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- W4226085845 abstract "The financial forecasting research domain includes many directions, out of which forecasting of currency exchange rate attracts many researchers. The researchers have used various neural networks for the development of forecasting models due to the nonlinear and chaotic nature of exchange rate data. Different stochastic optimization algorithms have been hybridized with neural networks for further optimization of the network parameters. In this paper, Extreme Learning Machine (ELM) technique is applied to predict the exchange rate and the recently developed Sine Cosine Algorithm (SCA) is hybridized with this technique. The proposed ELM-SCA model is studied with respect to its prediction performance on a sample dataset for one-day ahead and seven-day ahead prediction. The experimental results demonstrate that the suggested ELM-SCA model produces better results than the ELM model in forecasting of SGD to INR." @default.
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- W4226085845 date "2022-01-01" @default.
- W4226085845 modified "2023-09-25" @default.
- W4226085845 title "Designing of Financial Time Series Forecasting Model Using Stochastic Algorithm Based Extreme Learning Machine" @default.
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- W4226085845 doi "https://doi.org/10.1007/978-981-16-9873-6_33" @default.
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