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 01:51:57By : Mingjuan Xu, Zhengyu Liu, Telkomnika
Created : 2016-09-01, with 1 files
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.
Description Alternative :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.
| Property | Value |
|---|---|
| Publisher ID | gdlhub |
| Organization | T |
| Contact Name | Herti Yani, S.Kom |
| Address | Jln. Jenderal Sudirman |
| City | Jambi |
| Region | Jambi |
| Country | Indonesia |
| Phone | 0741-35095 |
| Fax | 0741-35093 |
| Administrator E-mail | elibrarystikom@gmail.com |
| CKO E-mail | elibrarystikom@gmail.com |
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