DocumentCode
2667507
Title
The study on exchange rate forecasting between US dollar and RMB
Author
Xiaoxi, Zhang ; Mingche, Su ; Yishuang, Liu
Author_Institution
Sch. of Econ., Jilin Univ., Jilin, China
fYear
2010
fDate
17-19 Sept. 2010
Firstpage
260
Lastpage
263
Abstract
This paper presents a new kind of nonlinear combination method to predict the exchange rate. The method possesses several characters as follows: (1) the short, medium and long-term influences are considered comprehensively; (2) the different singular methods are nonlinearly combined according to their characteristics; (3) Some original data is taken as the inputs of network with the forecasted values; (4) It has a high forecasting accuracy.
Keywords
economic forecasting; exchange rates; forecasting theory; network theory (graphs); Elman network; RMB; US dollar; exchange rate forecasting; nonlinear combination method; Artificial neural networks; Biological system modeling; Data models; Exchange rates; Forecasting; Predictive models; Time series analysis; Elman network; Exchange Rate; Forecast;
fLanguage
English
Publisher
ieee
Conference_Titel
Information and Financial Engineering (ICIFE), 2010 2nd IEEE International Conference on
Conference_Location
Chongqing
Print_ISBN
978-1-4244-6927-7
Type
conf
DOI
10.1109/ICIFE.2010.5609297
Filename
5609297
Link To Document