Proceedings of the 2018 International Conference on Network, Communication, Computer Engineering (NCCE 2018)

Exploration of the Forecast of Interbank Borrowing Rate Based on Artificial Intelligence

Authors
Ming Lu, Ning Yao, Xinxi Lu
Corresponding Author
Ming Lu
Available Online May 2018.
DOI
10.2991/ncce-18.2018.71How to use a DOI?
Keywords
Interbank rate, Artificial intelligence, BP neural network, Wavelet neural network.
Abstract

In order to ensure the stability in financial markets and the position in international financial market game of China, this paper uses the method of artificial intelligence to research and forecast the interbank interest rates of banking industry, which is from the time dimension of the day wave. According to the characteristics of daily data, the appropriate algorithm was selected and the algorithm was further optimized. The results showed that the established prediction model had some scientific and applied value in the daily data forecast of overnight Shibor. Therefore, the establishment of the overnight Shibor decision system and the integration of the prediction model have a certain guiding effect on the participations of the money market.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2018 International Conference on Network, Communication, Computer Engineering (NCCE 2018)
Series
Advances in Intelligent Systems Research
Publication Date
May 2018
ISBN
978-94-6252-517-7
ISSN
1951-6851
DOI
10.2991/ncce-18.2018.71How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Ming Lu
AU  - Ning Yao
AU  - Xinxi Lu
PY  - 2018/05
DA  - 2018/05
TI  - Exploration of the Forecast of Interbank Borrowing Rate Based on Artificial Intelligence
BT  - Proceedings of the 2018 International Conference on Network, Communication, Computer Engineering (NCCE 2018)
PB  - Atlantis Press
SP  - 460
EP  - 464
SN  - 1951-6851
UR  - https://doi.org/10.2991/ncce-18.2018.71
DO  - 10.2991/ncce-18.2018.71
ID  - Lu2018/05
ER  -