Studying the Influence of Tourism Flow on Foreign Exchange Rate by IABC and Time-Series Models

被引：2

作者：

Tsai, Pei-Wei ^{[1
]}

Chen, Zhi-Sheng ^{[2
]}

Xue, Xingsi ^{[3
,4
]}

Chang, Jui-Fang ^{[2
]}

机构：

[1] Swinburne Univ Technol, Dept Comp Sci & Software Engn, Hawthorn, Vic 3122, Australia

[2] Natl Kaohsiung Univ Appl Sci, Dept Int Business, Kaohsiung 80708, Taiwan

[3] Fujian Univ Technol, Coll Informat Sci & Engn, Fuzhou 350118, Fujian, Peoples R China

[4] Fujian Univ Technol, Fujian Prov Key Lab Big Data Min & Applicat, Fuzhou 350118, Fujian, Peoples R China

来源：

ADVANCES IN INTELLIGENT INFORMATION HIDING AND MULTIMEDIA SIGNAL PROCESSING, PT I | 2018年 / 81卷

关键词：

GARCH; EGARCH; IABC; Rate forecasting; Tourism flow; CONDITIONAL HETEROSKEDASTICITY; RETURNS;

D O I：

10.1007/978-3-319-63856-0_28

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this study, we focus on analysing the relationship between the foreign exchange rate and the international tourism flow. Three foreign exchange rate forecasting models including GARCH(1,1), EGARCH(1,1), and the IABC forecasting model based on the computational intelligence are employed to produce the forecasting results. The Mean Absolute Percentage Error (MAPE) is selected to be the evaluation criterion for comparing the forecasting results of these models. The experiments contain the USD/NTD foreign exchange rate and the inbound international tourism flows in years of 2009 to 2010. The experimental results reveal that adding the international tourism flow as the new reference in the forecasting process has the positive contribution to the foreign exchange rate forecasting results.

引用

页码：225 / 232

页数：8

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