Enhancing Currency Exchange Rate Prediction Using PSO-Based Hyperparameter Optimization of MLP Networks
编号:162 访问权限:仅限参会人 更新:2025-12-23 13:26:41 浏览:111次 拓展类型2

报告开始:2025年12月30日 11:15(Asia/Amman)

报告时间:15min

所在会场:[S9] Track 5: Emerging Trends of AI/ML [S9-1] Track 5: Emerging Trends of AI/ML

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摘要
Predicting currency exchange rates, especially volatile pairs like GBP/USD, is challenging because prices depend on many interacting economic, political, and market factors. Traditional forecasting approaches often struggle with the nonlinear, non-stationary behavior of financial time series. The paper proposes a Multi-Layer Perceptron (MLP) whose hyperparameters are optimized with Particle Swarm Optimization (PSO). PSO automatically searches the hyperparameter space, replacing slow manual tuning and finding better network configurations. Experiments show the PSO-optimized MLP reduces RMSE by 45.33\% relative to a manually tuned baseline, indicating markedly improved predictive accuracy under market volatility. The study demonstrates that swarm-intelligence optimization is an effective, repeatable way to build stronger neural forecasts for foreign exchange. By improving forecasting reliability, the work supports SDG 8 and SDG 9 through smarter, AI-driven financial decision support. Swarm intelligence proves practical for robust forex forecasting. Such models can assist traders, firms, and regulators in risk management and efficient currency operations.
关键词
Foreign exchange forecasting, GBP/USD, par- ticle swarm optimization (PSO), multi-layer perceptron (MLP), hyperparameter tuning, time series prediction
报告人
Ahmed Solyman
Researcher United Kingdom;Department of Engineering; Glasgow Caledonian University; Glasgow

稿件作者
Ahmed Solyman United Kingdom;Department of Engineering; Glasgow Caledonian University; Glasgow
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重要日期
  • 会议日期

    12月29日

    2025

    12月31日

    2025

  • 12月30日 2025

    报告提交截止日期

  • 02月10日 2026

    初稿截稿日期

  • 02月10日 2026

    注册截止日期

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