کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
387261 660897 2009 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Effect of foreign exchange management on firm performance using genetic algorithm and VaR
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
Effect of foreign exchange management on firm performance using genetic algorithm and VaR
چکیده انگلیسی

Management of foreign exchange risk is considered to be as important as trading results in firm performance when international trading and transaction of different kind of currencies are getting popular. Most previous researches on this issue have been based on the foreign exchange market and financial investing and accounting, focusing on theoretical point of view. And it is difficult to apply these research results to each company, since all companies in industry have different financial circumstances. In this paper, the solution for the foreign exchange management is proposed using GA and VaR which is very practical to export-oriented companies. The developed software enables a user to specify the criteria for the foreign exchange trading condition, constraints on dealing amount, GA operator and penalty, and variables in VaR. This approach is useful for managing foreign exchange holdings of a company in a practical way, analyzing past exchange rate trend with dealing results.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 36, Issue 4, May 2009, Pages 8134–8142
نویسندگان
, ,