纳什非线性灰色伯努利模型在台湾两大贸易伙伴汇率预测中的应用

Chun-I Chen, Pei-Han Hsin
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引用次数: 2

摘要

外汇汇率的准确预测对国际贸易商和投资者来说是非常重要的。本研究采用非线性灰色伯努利模型(NGBM)和纳什NGBM (NNGBM)对台湾两个最大贸易伙伴美国和中国大陆的货币汇率进行预测。模拟结果显示,从2015年第四季度到2016年第二季度,台币对美元和人民币将会升值。研究结论可供国际贸易商和投资者参考。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Application of the Nash Nonlinear Grey Bernoulli Model for Forecasting Foreign Exchange Rate of Taiwans Top Two Trading Partners
The precise prediction of foreign exchange rate is very important for international traders and investors. This study adopts nonlinear grey Bernoulli model (NGBM) and Nash NGBM (NNGBM) to predict the currency exchange rate of Taiwan’s two top trading partners, America and China. The simulation results show that Taiwan’s currency will appreciate against USD and CNY from the fourth quarter of 2015 to the second quarter of 2016. The conclusions can act as reference for international traders and investors.
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