E3S Web Conf.
Volume 251, 20212021 International Conference on Tourism, Economy and Environmental Sustainability (TEES 2021)
|Number of page(s)||4|
|Section||Analysis of Energy Industry Economy and Consumption Structure Model|
|Published online||15 April 2021|
Prediction of Interbank Offered Rate Based on Time Series Model
School of Software Engineering, Chongqing University of Posts and Telecommunications, Chongqing, 400065, China
* Corresponding author: email@example.com
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 this paper are expected to be helpful for bank management and interbank transaction decision making.
© The Authors, published by EDP Sciences, 2021
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.