Title :
A regression model on effective exchange rate of RMB based on Random Forest
Author :
Lv, Weihang ; Zhang, Renshou
Author_Institution :
Department of Automation Xiamen University Xiamen, P.R China
Abstract :
RMB exchange rate becomes more uncertain with 2008 financial crisis. The relation between RMB exchange rate and the impact factors is worth to study. In this paper, a regression model between RMB exchange rate and the economic indicators is obtained by Random Forests (RF) method, where the economic indicators is also selected with RF. In addition, the comparison experiments between RF, support vector machine (SVM) and multiple linear regression method show that RF method achieves a better result.
Keywords :
Bagging; Economic indicators; Exchange rates; Indexes; Radio frequency; Support vector machines; Effective exchange rate; Feature Selection; Random Forests (RF); Regression model;
Conference_Titel :
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location :
Shanghai, China
Print_ISBN :
978-1-4244-8691-5
DOI :
10.1109/ICEBEG.2011.5882520
