Key Laboratory of Computer Technology and Application of Yunnan Province

Kunming, China

Key Laboratory of Computer Technology and Application of Yunnan Province

Kunming, China

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Zhao Q.-J.,Kunming University | Chi K.,Kunming University of Science and Technology | Fu F.-P.,Kunming University of Science and Technology | Li C.-C.,Kunming University of Science and Technology | Che W.-G.,Key Laboratory of Computer Technology and Application of Yunnan Province
Proceedings of the 29th Chinese Control Conference, CCC'10 | Year: 2010

Forecasting exchange rate is one of the most important research topics in financial time series field. In this paper, the author combine fuzzy time series model with fuzzy clustering method to predict the USD/CHY exchange rate. The empirical results show that this method can obviously obtain higher forecasting precision than some traditional ones.

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