exchange rate regime to the near present. Multiple neural network forecasting models for each exchange rate forecasting model are trained on incrementally larger quantities of training data. The resulting outputs are used to empirically evaluate whether neural network exchange rate forecasting models achieve optimal performance in the presence of a critical amount of data used to train the network. Once this critical quantity of data is obtained, addition of more training data will not improve (and may in fact hinder) the forecasting performance of the neural network forecasting model.