Path: Top -> Journal -> Telkomnika -> 2016 -> Vol 14, No 3A

An Improved Dynamic Bayesian for Exchange Rate Forecasting

An Improved Dynamic Bayesian for Exchange Rate Forecasting

Journal from gdlhub / 2016-11-12 01:51:57
Oleh : Mingjuan Xu, Zhengyu Liu, Telkomnika
Dibuat : 2016-09-01, dengan 1 file

Keyword : Dynamic Bayesian Network; ARMA Model; Exchange Rate Forecasting
Url : http://journal.uad.ac.id/index.php/TELKOMNIKA/article/view/4410

A feasibility study of using of Dynamic Bayesian Networks in combination with ARMA modeling in exchange rate prediction is presented. A new algorithm (ARMA-DBN) is constructed and applied to the exchange rate forecast of RMB. Results show that the improved dynamic Bayesian forecast algorithm has better performance than the standard ARMA model.

Deskripsi Alternatif :

A feasibility study of using of Dynamic Bayesian Networks in combination with ARMA modeling in exchange rate prediction is presented. A new algorithm (ARMA-DBN) is constructed and applied to the exchange rate forecast of RMB. Results show that the improved dynamic Bayesian forecast algorithm has better performance than the standard ARMA model.

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PropertiNilai Properti
ID Publishergdlhub
OrganisasiTelkomnika
Nama KontakHerti Yani, S.Kom
AlamatJln. Jenderal Sudirman
KotaJambi
DaerahJambi
NegaraIndonesia
Telepon0741-35095
Fax0741-35093
E-mail Administratorelibrarystikom@gmail.com
E-mail CKOelibrarystikom@gmail.com

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