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...

Full description

Bibliographic Details
Main Authors: Tsung-Yueh Yang, 楊宗岳
Other Authors: Hung-Chih Li
Format: Others
Language:en_US
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/17370788515843921146