International Journal Artificial Intelligent and Informatics
Vol 3, No 2 (2025)

Prediction of Euro to US Dollar Exchange Rate Using CNN Method with Grid Optimization

Al Anshori, Faqihuddin (Unknown)
Pidgeon, S (Unknown)



Article Info

Publish Date
30 Jul 2025

Abstract

This research compares the performance of Convolutional Neural Network (CNN) models without optimization and CNN with Grid Search optimization in predicting the Euro exchange rate against the United States Dollar. Data obtained from Yahoo Finance for the period 2018-2023. The results showed that the CNN model with Grid Search optimization provided better performance with an RMSE value of 0.01, MAE of 0.01, MAPE of 0.61%, and R² of 0.8586 on test data, and prediction accuracy reached 99.39%. Grid Search optimization successfully found the best parameters with batch_size 32, dense_units 50, filters 64, kernel_size 3, and learning_rate 0.001. This research proves that hyperparameter optimization can improve the performance of CNN models in predicting currency exchange rates, which can be a decision support tool for foreign exchange market players.

Copyrights © 2025






Journal Info

Abbrev

IJARLIT

Publisher

Subject

Computer Science & IT Economics, Econometrics & Finance

Description

International Journal of Artificial Intelligence and Informatics is a scientific journal dedicated to the exploration of theories, methods, and applications of artificial intelligence in time series analysis, forecasting, and prediction. This journal serves as a platform for researchers, academics, ...