The construction and application of a new exchange rate forecast model combining ARIMA with a chaotic BP algorithm
Ma Yonghong, Wu Zhiyong, Ai Mingye and Wang Wei
| Year of publication: |
2016
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|---|---|
| Authors: | Ma, Yonghong ; Wu, Zhiyong ; Ai, Mingye ; Wang, Wei |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 4/6, p. 1481-1495
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| Subject: | ARIMA | chaotic BP | exchange rate forecast | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Chaostheorie | Chaos theory | ARMA-Modell | ARMA model | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |