A machine learning approach to forecasting carry trade returns
Xiao Wang, Xiao Xie, Yihua Chen and Borui Zhao
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Xiao ; Xie, Xiao ; Chen, Yihua ; Zhao, Borui |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 13, p. 1199-1204
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| Subject: | Carry trade | long short-term memory networks | machine learning | uncovered interest rate parity | Künstliche Intelligenz | Artificial intelligence | Zinsparität | Interest rate parity | Prognoseverfahren | Forecasting model | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Prognose | Forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1918624 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412080