ХАЛЫҚАPАЛЫҚ АҚПАРАТТЫҚ ЖӘНЕ КОММУНИКАЦИЯЛЫҚ ТЕХНОЛОГИЯЛАР ЖУРНАЛЫ

Comparative study of machine learning algorithms for currency rate forecasting

Авторлар

  • Камет Ә.Н. International Information Technology University
  • Moldagulova A.N. International Information Technology University

DOI:

https://doi.org/10.54309/IJICT.2020.1.1.047

Кілт сөздер:

comparative study, currency exchange rate, machine learning, currency rate forecasting

Аңдатпа

In this article multiple Machine Learning algorithms have been analyzed in terms of currency rate forecasting, in order to identify the most accurate one. The scope of the study was limited to forecast USDKZT using market variables as a dataset. Comparative study shown that Extreme Random Forecast outperforms other suggested Machine Learning algorithms.

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Жүктеулер

Жарияланды

2021-07-22

Осы автордың (немесе авторлардың) ең көп оқылатын мақалалары

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