Renminbi Exchange Rate Forecasting

Yunjie Wei received her PhD degree in Management Science and Engineering at University of Chinese Academy of Sciences, China in 2017 and also received a PhD degree in Management Science at City University of Hong Kong in 2018. She is currently Assistant Professor at Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China. Her research interests include economic modeling, analysis and forecasting. Shouyang Wang is currently Bairen Distinguished Professor of Management Science at the Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China and a Changjiang Chair Professor of Management Science and Engineering at the University of Chinese Academy of Sciences. Kin Keung Lai is currently Distinguished Professor at the College of Economics, Shenzhen University, China and also Honorary Professor at the Department of Industrial and Manufacturing Systems Engineering, Hong Kong University, Hong Kong.

Chapter 1 Introduction. Chapter 2 Literature Review. Chapter 3 The dynamic relationships of RMB and other factors. Chapter 4 A forecasting approach based on the characteristic of China’s exchange rate. Chapter 5 A forecasting approach based on the domestic economic situation. Chapter 6 A forecasting approach based on the international economic situation. Chapter 7 A forecasting approach based on the public’s expectations. Chapter 8 A comprehensive integrated forecasting approach based on LSTM. Chapter 9 Conclusions and future research.