摘要
本文采用人民币汇率改革以后，中国外汇管理局授权中国人民银行公布的人民币兑美元日数据和衡量中国国内资本市场表现的道琼斯中国系列指数日数据为样本，建立基于支撑向量机的外汇预测模型。对中国汇市与股市的变化趋势进行对比分析后发现人民币升值突破重要的临界点时，对股市会产生较大影响。依人民币升值首次突破重要，瞄界点的时间，将汇市变化划分为三个阶段。对这三个阶段的数据分别进行试验，结果表明中国汇市与股市有很强的相关性，人民币汇率对中国股市有较大影响。
Foreign exchange rate forecasting model has been established based on support vector machine in this paper.In the model, Foreign exchange rate daily data which is announced by PBC shows the trend of the Chinese currency.And Dow Jones China Index Series daily data shows the trend of the Chinese stock market. After Comparative analysis of these data, the results show that there is a strong correlation between the two. China＇s RMB exchange rate significantly affects the stock market.
