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2012 IEEE 12th International Conference on Data Mining Workshops (2012)
Brussels, Belgium Belgium
Dec. 10, 2012 to Dec. 10, 2012
ISBN: 978-1-4673-5164-5
pp: 530-534
ABSTRACT
There is much discussion on the performance and selection of exchange rate regimes, and it is still in controversy. For the failure in the works, we collect more data including recent years and removing the periods of the currency crisis, then analyze the matching relationship between the exchange rate regimes and the condition of countries in the exhaustive CHAID decision tree, and build the exchange rate regime selection model in the exhaustive prune neural network. The conclusion shows the good performance of exchange rate regimes need different condition of countries to match, especially the integrate effect of condition factors is more important, then we build the exchange rate regime selection model in the exhaustive prune neural network, and the comparison and robust testing shows it is effective.
INDEX TERMS
Exchange rates, Economic indicators, Accuracy, Predictive models, Decision trees, Neural networks, selection, exchange rate regime, performance, match
CITATION

H. Yang, Y. Song and K. Guo, "The Performance of Alternative Exchange Rate Regimes and their Countries' Condition: Matching Analysis and Selection Model Building," 2012 IEEE 12th International Conference on Data Mining Workshops(ICDMW), Brussels, Belgium Belgium, 2012, pp. 530-534.
doi:10.1109/ICDMW.2012.15
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