The potential value of Saaty's eigenvector scaling method for short-term forecasting of currency exchange rates

被引：5

作者：

Troutt, MD

Elsaid, HH

机构：

[1] Coll. of Business and Administration, 214 Rehn Hall, Souther Illinois University, Carbondale

来源：

SIAM REVIEW | 1996年 / 38卷 / 04期

关键词：

ratio of values; central tendency; eigensystem aggregation method; currency exchange rates;

D O I：

10.1137/S003614459325234X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The eigenvector scaling method of T. L. Saaty can be applied to currency exchange rate data. The consensus capability of this method for defining a central tendency relationship among currencies is proposed. A preliminary demonstration on real data shows promise that directions of movement of currency value ratios might be predicted from the eigenvector scaled consensus estimates.

引用

页码：650 / 654

页数：5

共 14 条

[1]

[Anonymous], 1980, ANAL HIERARCHY PROCE

[2]

ASHTON AH, 1991, ACCOUNT REV, V66, P219

[3] FORECASTING FOREIGN-EXCHANGE RATES - AN EXPERT JUDGMENT APPROACH [J].