The Predictive Power of Short-term and Long-term Exchange Rate Models-Based on Linear and Artificial Intelligence Model
碩士 === 國立成功大學 === 財務金融研究所 === 92 === This thesis uses short-term prediction models such as ARIMA, Genetic Algorithm (GA) and Back-Propagation Neural Network (BPN) model and long-term prediction models such as Econometrics model, GA and BPN not only to predict exchange rates but also to find out wh...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/17370788515843921146 |