| 基于模糊方位编码和神经网络的汇率走势预测 |
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| 引用本文： | 张志政,邢汉承.基于模糊方位编码和神经网络的汇率走势预测[J].计算机工程,2006,32(9):33-35. |
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| 作者姓名： | 张志政 邢汉承 |
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| 作者单位： | 东南大学计算机科学与工程系,南京,210096 |
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| 摘 要： | 汇率的波动受到多种不确定因素的影响，很难找到一种模型精确有效地刻画汇率波动与其影响凼素之间存在的联系。该文提出了采用改进的模糊方位编码疗法表示汇率走势，然后采用神经网络预测汇率走势的方法。通过实际系统运行，结果表明，该方法具有较岛的预测准确度，并且能够得到客户更关心的较高的理论获益度。
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| 关 键 词： | 神经网络 外汇汇率 模糊方位编码 |
| 文章编号： | 1000-3428（2006）09-0033-03 |
| 收稿时间： | 08 18 2005 12:00AM |
| 修稿时间： | 2005-08-18 |
Trend Forecasting of Exchange Rate Based on Fuzzy-orientation-coding and NN |
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| ZHANG Zhizheng,XING Hancheng.Trend Forecasting of Exchange Rate Based on Fuzzy-orientation-coding and NN[J].Computer Engineering,2006,32(9):33-35. |
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| Authors: | ZHANG Zhizheng XING Hancheng |
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| Affiliation: | Department of Computer Science and Engineering, Southeast University, Nanjing 210096 |
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| Abstract: | Affected by many complications, the wave is too complex to be described by only one precise model. Firstly, the exchange rate fluctuating trends arc expressed by fuzzy orientation codes; Secondly, artificial neural network is used in forecasting. In the end, experimental results are presented, which prove the higher validity and the feasibility of the method and can provide higher paper profits. |
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| Keywords: | Neural network Exchange rate Fuzzy-orientation-codes |
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