Prediction of Interbank Offered Rate Based on Time Series Model
نویسندگان
چکیده
This paper studies the prediction of interbank offered rate changes in each working day. Using actual data day China’s from 2007 to 2019, this sets up ARIMA, Prophet, grey model and MTGNN study verify time series data, make a comparison between these models. The limitation is that it does not consider impact macroeconomic characteristics but only considers predict series. results are expected be helpful for bank management transaction decision making.
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ژورنال
عنوان ژورنال: E3S web of conferences
سال: 2021
ISSN: ['2555-0403', '2267-1242']
DOI: https://doi.org/10.1051/e3sconf/202125101014