In order to determine which is the fixed currency when neither currency is on the above list (i.e.
both are "other"), market convention is to use the fixed currency which gives an exchange rate greater than 1.000.
Authors test the suggested model on high-frequency time series data of USD/CAD and examine the ability to forecast exchange rate values for the horizon of one day.
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Even if a company expects to be paid in its own currency, it must assess the risk that the buyer may not be able to pay the full amount due to currency fluctuations.
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They also incorporate genetic algorithm as an optimizing technique for adapting parameters of ANN which is then compared with standard backpropagation and backpropagation combined with K-means clustering algorithm.