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  • The Dependence of Euro-Dollar Exchange Rate Using the Forecasts of the Number of New Jobs in the US Based Upon Other Indicators of the Labour Market

The Dependence of Euro-Dollar Exchange Rate Using the Forecasts of the Number of New Jobs in the US Based Upon Other Indicators of the Labour Market

Student: Bondarenko Igor

Supervisor: Nick Korzhenevsky

Faculty: Faculty of World Economy and International Affairs

Educational Programme: World Economy (Bachelor)

Year of Graduation: 2016

The paper considers the task of the creation of neural network algorithm to approximate the future change of exchange rate EUR/USD, which is the result of a periodic publication of a report which contains an indicator of the number of new jobs created in the United States. During conducting the research a mathematical model of a neural network based on radial basis functions to predict changes was designed and implemented. The test results show the possibility of the application of this model to reduce risks in Forex, however, it requires additional study in this area to improve prediction accuracy.

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