Interbank Offered Rate Based on Artificial Intelligence Algorithm

Interbank offer rate is the interest at which banks lend money to each other in market. As a market-oriented core rate, Shibor can accurately and timely reflect capital supply demand relationship market, its changes will quickly transmit affect China’s financial Therefore, purpose of this paper predict study fluctuation trend Shibor. In paper, overnight varieties were studied predicted from two time dimensions, namely, daily monthly trend. prediction data, comparison model based on BP neural network algorithm was first established, then WNN applied prediction, effect found be better. When predicting mean value Shibor, nine indicators selected tested for correlation factors affecting regression support vector machine established. Particle swarm optimization used improve SVR algorithm, PSO-SVR established accuracy. The could basically Furthermore, cuckoo search (CS) proposed, improved accuracy by 78% fitted well.