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Record W4399653926 · doi:10.54097/8eby3z97

The Time Series Forecasting for CNY-USD Exchange Rate

2024· article· en· W4399653926 on OpenAlex
Xuhui Zhang

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueHighlights in Science Engineering and Technology · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsExchange rateCurrencyValue (mathematics)Liberian dollarEconometricsUs dollarArtificial neural networkTime seriesSeries (stratigraphy)EconomicsError correction modelSet (abstract data type)Computer scienceStatisticsMonetary economicsMathematicsFinanceArtificial intelligenceCointegration

Abstract

fetched live from OpenAlex

China and the United States has worsened their foreign relationship after the trade war begin in 2018. Then the following policies and treaties also strongly affect the commercial activities of both sides. These also affect the exchange rate between Chinese YUAN and US dollar. First, this research is going to explain why two important time series forecasting models, neural network model and long short-term memory model, are used to predict the future exchange rate. Then the research would divide the exchange rate data into training set and testing set, then train the models with training set and forecast the exchange rate between Chinese Yuan and US dollar by using the R studio in programming. Finally compare the mean square error and mean absolute percentage error of the model’s forecasting value and the testing set value to show which model would have the higher accuracy in predicting the currency exchange rate.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.010
metaresearch head score (Gemma)0.013
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.495
Threshold uncertainty score0.995

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0100.013
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.005
Science and technology studies0.0010.001
Scholarly communication0.0010.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.046
GPT teacher head0.328
Teacher spread0.281 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it