Forecasting reminbi exch nge rate using the neural network model of time series variables

被引：0

作者：

Hui, XF ^{[1
]}

He, DQ ^{[1
]}

Liu, L ^{[1
]}

机构：

[1] Harbin Inst Technol, Sch Management, Harbin, Peoples R China

来源：

MANAGEMENT SCIENCES AND GLOBAL STRATEGIES IN THE 21ST CENTURY, VOLS 1 AND 2 | 2004年

关键词：

RMB/USD exchange rate; neural network; genetic algorithms; ARIMA; GARCH;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The paper establishes neural network model of time series variables to predict RMB/USD exchange rate. Applying the autocorrelation criteria to choose the input variables of neural network reasonably, we ameliorate the learning algorithms of neural network with genetic algorithms, and the model's forecasting result is better than those of the conventional ARIMA Model and GARCH Model.

引用

页码：955 / 960

页数：6

共 6 条

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[2] QI M, 2001, EUROPEAN J OPERATION, P666
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[J]. JOURNAL OF INTELLIGENT MANUFACTURING, 1992, 3 (05) : 317 - 323
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[J]. SIMULATION, 1991, 57 (05) : 303 - 310
[6] Neural network forecasting of the British pound US dollar exchange rate
Zhang, G
Hu, MY
[J]. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 1998, 26 (04): : 495 - 506

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