Foreign Exchange Rates
portes grátis
Foreign Exchange Rates
A Research Overview of the Latest Prediction Techniques
Soeylemez, Arif Orcun
Taylor & Francis Ltd
08/2022
82
Mole
Inglês
9780367609924
15 a 20 dias
104
Descrição não disponível.
1. A brief introduction of the global foreign exchange market 2. Prominent structural models for exchange rate determination 3. Nonlinearity of the exchange rates 4. Causes of nonlinearity of the exchange rates 5. Machine learning 6. Comparing the predictive powers of models 7. Should we focus on sign estimations rather than point estimations? 8. Final remarks
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Exchange Rates;Foreign Exchange Rates;Predicting foreign exchange rates;GBP Exchange Rate;Prediction techniques;GARCH Error;computational techniques;Out-of Sample Prediction Accuracies;emerging market currencies;Random Walk Model;Elastic Net Regressions;machine learning tools;JPY Exchange Rate;foreign exchange rate movement;Smooth Transition Models;exchange rate regimes;Random Forest Methodology;modelling exchange rates;Out-of Sample Forecasting Powers;Exchange rate determination;Random Forest;Out-of Sample Predictor;International finance;Random Forest Model;Global Foreign Exchange Market;Cart Analysis;Statistical approaches;GARCH Structure;UK Interest Rate;Linear Stationary Processes;Elastic Net Models;Smooth Transition Regression Model;MAE Estimation;Out-of Sample Sign;Out-of Sample Predictive Powers;K-fold Cross-validation
1. A brief introduction of the global foreign exchange market 2. Prominent structural models for exchange rate determination 3. Nonlinearity of the exchange rates 4. Causes of nonlinearity of the exchange rates 5. Machine learning 6. Comparing the predictive powers of models 7. Should we focus on sign estimations rather than point estimations? 8. Final remarks
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Exchange Rates;Foreign Exchange Rates;Predicting foreign exchange rates;GBP Exchange Rate;Prediction techniques;GARCH Error;computational techniques;Out-of Sample Prediction Accuracies;emerging market currencies;Random Walk Model;Elastic Net Regressions;machine learning tools;JPY Exchange Rate;foreign exchange rate movement;Smooth Transition Models;exchange rate regimes;Random Forest Methodology;modelling exchange rates;Out-of Sample Forecasting Powers;Exchange rate determination;Random Forest;Out-of Sample Predictor;International finance;Random Forest Model;Global Foreign Exchange Market;Cart Analysis;Statistical approaches;GARCH Structure;UK Interest Rate;Linear Stationary Processes;Elastic Net Models;Smooth Transition Regression Model;MAE Estimation;Out-of Sample Sign;Out-of Sample Predictive Powers;K-fold Cross-validation
