Exchange Rate Prediction Based on the Improved Wavelet Neural Network
Gen‐Quan Li · Journal of Yunnan University of Nationalities · 2012
Based on the benchmark exchange rates between U.S dollars and RMB from January 1,2010 to October 31,2010 with the Morlet as the mother wavelet basis function and the application of the closely combined wavelet neural network to the benchmark exchange rate for nonlinear approximation,it improved this wavelet neural network and used the software Matlab to perform numerical simulations.The results showed that the improved network model for the prediction of currency benchmark is feasible,and the prediction is more accurate.