Neural-based method of measuring exchange-rate impact on international companies' revenue

Abstract

Measuring the impact of exchange-rate changes on the total revenue of an international company by the development of a neural-based method which predicts the company's revenue taking into account the currency exchange-rate changes is considered in this paper. The analysis of financial indices which influence on international company's revenue including the currency exchange-rate changes is fulfilled in order to provide input data for neural network training. The structures of multilayer perceptron and recurrent neural network are presented. The simulation modeling results show good quality prediction of the revenue of the international company Ryan Air taking into account the currency exchange-rate changes. © Springer International Publishing Switzerland 2014.