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Using fuzzy neural networks for RMB／USD real exchange rate forecasting

惠晓峰、李喆、Wei Quan

2005哈尔滨工业大学学报：英文版Engineering被引 4

摘要

In order to aim at improving the forecasting performance of the RMB/USD exchange rate, this paper proposes a new architecture of fuzzy neural networks based on fuzzy logic, and the method of point differential,which guarantees not only the direction of weight correction, but also the needed precision for the BP algorithm.In applying genetic algorithms for optimal performance, this approach, in the forecasting of the RMB/USD real exchange rate from 1994 to 2000, obviously outperforms typical BP Neural Networks and exhibits a higher capacity in regard to nonlinear, time-variablility, and illegibility of the exchange rate.

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