International Conference on Advancements in Computing [ICAC]

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The International Conference on Advancements in Computing (ICAC) is organized by the Faculty of Computing of the Sri Lanka Institute of Information Technology (SLIIT) as an open forum for academics along with industry professionals to present the latest findings and research output and practical deployments in computing.

The primary objective of ICAC is to promote innovative research that addresses real-world challenges and contributes to the social well-being of communities. The conference provides a dynamic platform for researchers from around the world to present groundbreaking findings, exchange ideas, and establish meaningful collaborations.

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Author: search.filters.author.Rupasinghe, L.Subject: search.filters.subject.CNN

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    Comparative analysis of the application of Deep Learning techniques for Forex Rate prediction
    (2019 1st International Conference on Advancements in Computing (ICAC), SLIIT, 2019-12-05) Aryal, S.; Nadarajah, D.; Kasthurirathna, D.; Rupasinghe, L.; Jayawardena, C.
    Forecasting the financial time series is an extensive field of study. Even though the econometric models, traditional machine learning models, artificial neural networks and deep learning models have been used to predict the financial time series, deep learning models have been recently employed to do predictions of financial time series. In this paper, three different deep learning models called Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN) and Temporal Convolution Network (TCN) have been used to predict the United States Dollar (USD) to Sri Lankan Rupees (LKR) exchange rate and compared the accuracy of the models. The results indicate the superiority of CNN model over other models. We conclude that CNN based models perform best in financial time series prediction.