COMPARISON OF DT& GBDT ALGORITHMS FOR PREDICTIVE MODELING OF CURRENCY EXCHANGE RATES



Maan Y. Anad Alsaleem, Safwan O. Hasoon

Recently, many uses of artificial intelligence have appeared in the commercial field. Artificial intelligence allows computers to analyze very large amounts of information and data, reach logical conclusions on many important topics, and make difficult decisions, this will help consumers and businesses make better decisions to improve their lives, and it will also help startups and small companies achieve great long-term success. Currency exchange rates are important matters for both governments, companies, banks and consumers. The decision tree is one of the most widely artificial intelligence tools used in data mining. With the development of this field the decision tree and Gradient boosting decision tree are used to predicate through constructed intelligent predictive system based on it. These algorithms have been used in many stock market forecasting systems based on global market data. The Iraqi dinar exchange rates for the US dollar are affected in local markets, depending on the exchange rate of the Central Bank of Iraq and the features of that auction. The proposed system is used to predict the dollar exchange rates in the Iraq markets Depending on the daily auction data of the Central Bank of Iraq (CBI). The decision tree and Gradient boosting decision tree was trained and testing using dataset of three-year issued by the CBI and compare the performance of both algorithms and find the correlation between the data. (Runtime, accuracy and correlation) criteria are adopted to select the best methods. In system, the characteristic of artificial intelligence have been integrated with the characteristic of data mining to solve problems facing organization to use available data for decision making and multi-source data linking, to provide a unified and integrated view of organization data.

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How to cite paper:

Alsaleem, M., & Hasoon, S. (2020). COMPARISON OF DT& GBDT ALGORITHMS FOR PREDICTIVE MODELING OF CURRENCY EXCHANGE RATES. EUREKA: Physics And Engineering, 0(1), 56-61. doi:http://dx.doi.org/10.21303/2461-4262.2020.001132