The predictability of the exchange rate when combining machine learning and fundamental models
Year of publication: |
2020
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Authors: | Zhang, Yuchen ; Hamori, Shigeyuki |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 3/48, p. 1-16
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Subject: | exchange rates | fundamentals | neural network | prediction | random forest | support vector machine | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Mustererkennung | Pattern recognition | Theorie | Theory | Prognose | Forecast |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13030048 [DOI] hdl:10419/239132 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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