Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN

<table class="table-group" id="tab1"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td align="left">Series</td><td align="center">RMB/USD</td><td align="center">RMB/EUR</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td align="left">Hurst</td><td align="center">0.5914</td><td align="center">0.5265</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

The Hurst values of returns for RMB/USD and RMB/EUR based on the DFA method.

Mathematical Problems in Engineering

tab1

Table 1

Table 1: Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 