American Journal of Business and Operations Research
AJBOR
2692-2967
2770-0216
10.54216/AJBOR
https://www.americaspg.com/journals/show/4093
2018
2018
Financial Sector-Ready Framework for USD–PKR Exchange Rate Forecasting Using Ninja Optimization
Delta Higher Institute of Engineering and Technology Department for Communications and Electronics,Mansoura 35511, Egypt; Applied Science Research Center. Applied Science Private University,Amman, Jordan
El
El-Sayed
Accurate exchange rate prediction is a critical challenge in financial forecasting, as fluctuations in exchange rates directly impact trade balances, investment strategies, and monetary policy decisions. Motivated by the need for robust and precise forecasting models, this study presents a novel framework that integrates deep learning (DL) methodologies with advanced metaheuristic optimization. At the core of this framework is the Continuous-Time Sequence Model (CTSM), complemented by the binary Ninja Optimization Algorithm (bNiOA) for feature selection and the Ninja Optimization Algorithm (NiOA) for hyperparameter tuning. Experimental results demonstrate substantial improvements in predictive performance. The baseline CTSM model achieved an accuracy of 0.8168 with a mean squared error (MSE) of 0.0718. After applying the bNiOA-driven feature selection, accuracy increased markedly to 0.9576, while the MSE was reduced to0.00067. Further optimization of hyperparameters through NiOA elevated the model’s accuracy to 0.9963, with an MSE of 0.00088. These results validate that the proposed optimization-enhanced deep learning pipeline effectively reduces feature redundancy and dimensionality, while finely tuning model parameters to achieve superior accuracy and generalization. The implications of this study are significant, providing policymakers, investors, and businesses with a powerful tool for risk management, strategic planning, and informed decision-making in volatile currency markets.
2025
2025
42
64
10.54216/AJBOR.130103
https://www.americaspg.com/articleinfo/1/show/4093