Research on RMB exchange rate forecast based on the neural network model and the Nelson-Siegel model
Rui Hua, Wenzhe Hu, Xiuju Zhao
Year of publication: |
2020
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Authors: | Hua, Rui ; Hu, Wenzhe ; Zhao, Xiuju |
Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 22.2020, 3, p. 219-237
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Subject: | Neural network | Exchange rate forecast | Interest rate term structure | Nelson-Siegel model | Wechselkurs | Exchange rate | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Theorie | Theory | Prognose | Forecast | Zins | Interest rate |
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