Sajeeka Nanayakkara | University of Moratuwa, Sri Lanka (original) (raw)
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Papers by Sajeeka Nanayakkara
Exchange rates play an important role in controlling dynamics of the foreign exchange market. Pre... more Exchange rates play an important role in controlling dynamics of the foreign exchange market. Predicting exchange rates has become one of the most challenging applications of financial time series forecasting due to its unpredictability and volatility. This research study is to develop and compare the accuracy of two models; Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) as the time series model and Feedforward neural network with the Backpropagation algorithm as the Artificial Neural Network (ANN) model for predicting daily currency exchange rate of US Dollar against Sri Lankan Rupee (USD/LKR). For both models, past lagged observations of the data series and moving average technical indicators were employed as the explanatory variables and the predictive performance were evaluated using a number of widely used statistical metric. According to the performance of two models, it can be concluded that the ANN based model performs better when compared with the GARCH ...
In engineering sciences, mathematical knowledge is highly essential to improve the analytical thi... more In engineering sciences, mathematical knowledge is highly essential to improve the analytical thinking of engineering undergraduates. Therefore, a significant component of advanced mathematics has been included in the engineering degree programs. The objective of this study is to explore the impact of mathematics in Level 1 on the academic performance of undergraduate engineering students in Level 2. The study was conducted with engineering students at the University of Moratuwa, Sri Lanka. Findings revealed that the mathematics performance in Level 1 was significantly correlated with students' overall performance in all engineering disciplines. The impact of mathematics in Semester 2 was significantly higher than the impact of mathematics in Semester 1 on the students' performance in Level 2. Furthermore, the impact of mathematics was significantly different among various engineering disciplines. The study concluded that the performance in mathematics in Level 1 could indicate the trend towards the student academic performance in all engineering programs.
Exchange rates play an important role in controlling dynamics of the foreign exchange market. Pre... more Exchange rates play an important role in controlling dynamics of the foreign exchange market. Predicting exchange rates has become one of the most challenging applications of financial time series forecasting due to its unpredictability and volatility. This research study is to develop and compare the accuracy of two models; Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) as the time series model and Feedforward neural network with the Backpropagation algorithm as the Artificial Neural Network (ANN) model for predicting daily currency exchange rate of US Dollar against Sri Lankan Rupee (USD/LKR). For both models, past lagged observations of the data series and moving average technical indicators were employed as the explanatory variables and the predictive performance were evaluated using a number of widely used statistical metric. According to the performance of two models, it can be concluded that the ANN based model performs better when compared with the GARCH ...
In engineering sciences, mathematical knowledge is highly essential to improve the analytical thi... more In engineering sciences, mathematical knowledge is highly essential to improve the analytical thinking of engineering undergraduates. Therefore, a significant component of advanced mathematics has been included in the engineering degree programs. The objective of this study is to explore the impact of mathematics in Level 1 on the academic performance of undergraduate engineering students in Level 2. The study was conducted with engineering students at the University of Moratuwa, Sri Lanka. Findings revealed that the mathematics performance in Level 1 was significantly correlated with students' overall performance in all engineering disciplines. The impact of mathematics in Semester 2 was significantly higher than the impact of mathematics in Semester 1 on the students' performance in Level 2. Furthermore, the impact of mathematics was significantly different among various engineering disciplines. The study concluded that the performance in mathematics in Level 1 could indicate the trend towards the student academic performance in all engineering programs.