The Study on Exchange Rate Forecasting between US Dollar and RMB

摘要：

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.

关键词： Exchange Rate Forecast Elman network

作者: Zhang Xiaoxi Su Mingche Liu Yishuang

作者单位: School of F.conomics.Jilin University School of Computer Science and Technology.Jitin University

会议类型: 国际会议

会议名称: 2010 2nd IEEE International Conference on Information and Financial Engineering(2010年第二届IEEE信息与金融工程国际会议 ICIFE 2010)

会议地点: 重庆

会议语种:英文

页码: 260-263

在线出版日期: 2010-09-17（万方平台首次上网日期，不代表论文的发表时间）