en تخصصي Special پژوهشي Research <span style="font-size:11pt"><span style="line-height:normal"><span style="unicode-bidi:embed"><span sans-serif="" style="font-family:Calibri,"><span new="" roman="" style="font-family:" times="">A<b> </b>financial market is non-linear and chaotic in nature. So, the accurate prediction of foreign exchange rate is very difficult and challengeable task. Hence, many proposed techniques and new approaches are used for forecasting various countries&#39; exchange rates with different parameters. This paper proposes EMD-ANFIS for foreign currency exchange rate prediction. In this research, we would like to propose a model which could develop multivariate exchange rates information and put these features to better use. The performance of the proposed system has been tested with European EURO against US Dollar (EUR/USD), British POUND against US Dollar (GBP/USD), US Dollar against Swiss FRANK (USD/CHF), US Dollar against Japanese YEN (USD/JPY) and used to predict one day exchange rate in advance. Empirical mode decomposition (EMD) and QPSO (Quantum Particle Swarm Optimization) are techniques that used here which generates optimal weight for the proposed model. The proposed approach has been found with the best prediction rate against previous studies.</span></span></span></span></span> ANFIS, QPSO, EWT, EMD. 51 68 http://ijorlu.lahijan.iau.ir/browse.php?a_code=A-10-513-3&slc_lang=en&sid=1 A. Akbari aref.akbari1997@gmail.com 10031947532846001703 10031947532846001703 No Department of Computer and Information Technology, Ahrar Institute of Technology and Higher Education, Rasht, Iran M. Faridi Masouleh m.faridi@ahrar.ac.ir 10031947532846001704 10031947532846001704 Yes Department of Computer and Information Technology, Ahrar Institute of Technology and Higher Education, Rasht, Iran A. Bagheri bagheri@guilan.ac.ir 10031947532846001705 10031947532846001705 No Department of Dynamic, Control, and Vibration, Faculty of Mechanical Engineering, University of Guilan, Rasht, Iran S. Nezamivand Chegini saeed.nezamivand@gmail.com 10031947532846001706 10031947532846001706 No Department of Dynamic, Control, and Vibration, Faculty of Mechanical Engineering, University of Guilan, Rasht, Iran