Prediction of foreign exchange rates is one of the time series problems that have fluctuating value movements. There are several algorithms that can make predictive models for this problem, one of which is Support Vector Regression (SVR). In this study, foreign exchange rate predictions were made using Hybrid SVR and Black Widow Optimization (BWO). This is done with the aim of improving the performance of the SVR in order to produce a better predictive model for the EUR/USD foreign exchange rate data in 2020. The results of the proposed algorithm get better performance in terms of R2, MSE, RMSE, MAE, and MAPE compared to SVR.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.