DocumentCode :
1680545
Title :
Forecasting the RMB Exchange Regime
Author :
Feng, Xiaobing
Author_Institution :
Financial Manage. Coll., Shanghai Inst. of Foreign Trade, Shanghai, China
fYear :
2011
Firstpage :
633
Lastpage :
636
Abstract :
To resolve the slow convergence and local minimum problem of BP network, an exchange rate forecast method based on Radial Basis Function Neural Network (RBFNN) is proposed. Data on economic variables is normalized, and then is put into the RBFNN in training. Corresponding parameters are got and then the exchange rate is predicted. Detailed simulation results and comparisons with Back-Propagation (BP) network show that, the operation speed of the method is faster and the forecast accuracy is higher than the traditional BP neural network can be achieved obviously. We then use genetic programming approach to achieve a better outcome compared with ANN.
Keywords :
backpropagation; exchange rates; genetic algorithms; radial basis function networks; BP network; RMB exchange regime forecasting; back-propagation network; exchange rate forecast method; genetic programming approach; radial basis function neural network; Artificial neural networks; Biological system modeling; Estimation; Exchange rates; Forecasting; Genetic programming; Basket Regime; Radial Basis Function; exchange rate; forecast; genetic programming; neural network;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Future Computer Science and Education (ICFCSE), 2011 International Conference on
Conference_Location :
Xi´an
Print_ISBN :
978-1-4577-1562-4
Type :
conf
DOI :
10.1109/ICFCSE.2011.158
Filename :
6041775
Link To Document :
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