ManagementInformation Systems are meant to create methods for data management, leading tobetter decision making. By designing, implementing and using businessinformation systems in innovative ways, the effectiveness and efficiency ofevery-day activities significantly increases. In the context of uncertainty andhigh volatilities resulted from the extended crisis, the economic environmentbecame unpredictable, impeding business practitioners from correctly assessingthe risks of their activities. These volatilities affected also the evolutionof exchange rates, emphasizing even more their nonlinear nature that makes themdifficult to model using traditional estimation methods. This paper highlightsthe benefits of using advanced systems such as Artificial Neural Networks,which provide good solutions to nonlinear problems, guiding business activitiesin an efficient manner. Different types of Multilayer Perceptron NeuralNetworks are compared in this study, based on results obtained in predictingEUR/RON exchange rate.