Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression
Peng Yaohao & Pedro Henrique Melo Albuquerque
| Year of publication: |
2019
|
|---|---|
| Authors: | Peng, Yaohao ; Albuquerque, Pedro H. |
| Subject: | Foreign exchange market | kernel functions | machine learning | macroeconomic fundamentals | predictive ability | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Devisenmarkt | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2019.1593866 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210260