ABSTRACT Models for The Baht Currency Exchange Rate

机译：泰铢汇率的抽象模型

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Since no universal model that can predict the future with certainty can exist, we have chosen two statistical and two Neural Network Models to make forecasts of the baht exchange rate, and investigated limitations associated with the parameters of the models. The result indicates that, other than the linear ARIMA model, all three models gave a correct near-term forecast. A currency trader using our results and dividing his investment equally could have ameliorated his capital. The authors are not responsible, however, for any consequences arising from this study.

机译：由于没有可以确定性地预测未来的通用模型，我们选择了两个统计模型和两个神经网络模型来预测泰铢汇率，并研究了与模型参数相关的局限性。结果表明，除了线性ARIMA模型以外，所有这三个模型都给出了正确的近期预测。货币交易员使用我们的结果并将投资平均分配可能会改善其资本。但是，作者对本研究引起的任何后果不承担任何责任。

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来源
《Shanghai international symposium on nonlinear science amp; application》|2003年|p.91-92|共2页
会议地点 Shanghai(CN);Shanghai(CN)
作者
Maytee Bamrungrajhirun; Suchada Siripant; Frank C. Lin;
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作者单位

Advanced Virtual and Intelligent Computing Center Chulalongkorn University, Bangkok 10330, Thailand;

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原文格式 PDF
正文语种 eng
中图分类 N9;
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4. ABSTRACT Models for The Baht Currency Exchange Rate [C] . Maytee Bamrungrajhirun, Suchada Siripant, Frank C. Lin Shanghai international symposium on nonlinear science application . 2003

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ABSTRACT Models for The Baht Currency Exchange Rate

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