Modelling and Prediction of the CNY Ezchange Rate Using RBF Neural Network

摘要：

The CNY exchange rates can be viewed as financial time series which are charactered by high uncertainty, nonlinearity and time-varying behavior. Predictions for exchange rates of GBP-CNY and LSD-CNY were carried respectively by means of RBF neural network forecasters. The detailed designs for architectures of RBF neural network models, transfer functions of the hidden layer nodes, input vectors and output vectors were made with many tests. Experimental results show that the performance of RBF neural networks for forecasting CNY spot exchange rates is acceptable and effective.

关键词： CNY ezchange rate RBF neural network financial time series forecaster

作者: Zhaocheng Liu Ziran Zheng Xiyu Liu Gongxi Wang

作者单位: School of Management and Economics, Shandong Normal University, Jinan, 250014, China Department of M School of Management and Economics, Shandong Normal University, Jinan, 250014, China Department of Management, Jinan Railway Institute of Technology, Jinan, 250013, China

会议类型: 国际会议

会议名称: The Second International Conference on Business Intelligence and Financial Engineering(BIFE 2009)(第二届商务智能与金融工程国际会议)

会议地点: 北京

会议语种:英文

页码: 38-41

在线出版日期: 2009-07-24（万方平台首次上网日期，不代表论文的发表时间）