Explaining exchange rate forecasts with macroeconomic fundamentals using interpretive machine learning
Davood Pirayesh Neghab, Mucahit Cevik, M. I. M. Wahab, Ayse Basar
| Year of publication: |
2025
|
|---|---|
| Authors: | Pirayesh Neghab, Davood ; Cevik, Mucahit ; Wahab, M. I. M. ; Basar, Ayse |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 65.2025, 4, p. 1857-1899
|
| Subject: | Commodity price | Exchange rate forecasting | Interpretability method | Machine learning | Macroeconomic variable | Wechselkurs | Exchange rate | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10617-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015590200