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

SIAM Review

Volumn 38, Issue 4, 1996, Pages 650-654

  Troutt, Marvin D ^a   Elsaid, Hussein H ^a  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Central tendency; Currency exchange rates; Eigensystem aggregation method; Ratio of values

Indexed keywords

FINANCE; FORECASTING; MATHEMATICAL MODELS; STATISTICAL METHODS;

CENTRAL TENDENCY; CURRENCY EXCHANGE RATES; EIGENSYSTEM AGGREGATION METHOD; SAATY'S EIGENVECTOR SCALING METHOD;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 0030418593     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/S003614459325234X     Document Type: Article

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