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Prediction of Interbank Offered Rate Based on Time Series Model
2021
E3S Web of Conferences
Preserved Fulltext
This paper studies the prediction of interbank offered rate changes in each working day. Using the actual data of each working day of China's interbank offered rate from 2007 to 2019, this paper sets up ARIMA, Prophet, grey model and MTGNN to study and verify the time series data, and make a comparison between these models. The limitation of this paper is that it does not consider the impact of macroeconomic characteristics but only considers the predict changes in time series. The results of
doi:10.1051/e3sconf/202125101014
fatcat:3o65ccrtabf7ldyv5f6hdoezxe