- Publisher: Al-Qadisiyah Journal for Administrative and Economic Sciences
- Available in: PDF
- DOI: 10.33961/22.3.2020/1-5
- Published: May 19, 2021
Using Support Vector Regression Model to Study the Exchange Rate
of the Iraqi Dinar
Alyaa KADHIM*a Waleed DHHAN*b
a Al-Mussaib Technical Insitute,Al-Furat Al-Awsat Technical University, Babylon, Iraq.
b Babylon Municipalities, Ministry of Construction, Housing, Municipalities and Public Works, Babylon, Iraq.
|Corresponding Author: Alyaa Kadhim Waleed Dhhan|
|Abstract : Regression analysis aims to estimate the relationship between the response variable and explanatory
variable. Most of the related studies used the ordinary least squares to achieve this goal. Unfortunately, the ordinary
least squares is not suitable to address the unknown data distribution. Further, it is not efficient to evaluate the
nonlinear relationship. In this article, we use the support vector regression to build the models of the exchange rate
of Iraqi dinner. It is a non-parametric method which is no strict conditions about the data. The results refer to the
superiority of the support vector regression method over the ordinary least squares method.
Keywords: The exchange rate, nonlinear, non-parametric methods, Support vector regression,.