Search Results - subject:"Exchange rate forecasting"

Modelling and forecasting of exchange rate pairs using the Kalman filter

Date, Paresh; Maunthrooa, Janeeta - In: Journal of forecasting 44 (2025) 2, pp. 606-622

Persistent link: https://www.econbiz.de/10015374069

LEST : large language models and spatio-temporal data analysis for enhanced Sino-US exchange rate forecasting

Han, Di; Guo, Wei; Chen, Han; Wang, Bocheng; Guo, Zikun - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10015202248

Bayesian Markov switching model for BRICS currencies' exchange rates

Kumar, Utkarsh; Ahmad, Wasim; Uddin, Mohammed Gazi Salah - In: Journal of forecasting 43 (2024) 6, pp. 2322-2340

Persistent link: https://www.econbiz.de/10015110450

Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings

Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - In: Journal of applied econometrics 38 (2023) 6, pp. 857-877

Persistent link: https://www.econbiz.de/10014432197

A hybrid neural network and optimization algorithm for forecasting and trend detection of Forex market indices

Perla, Someswari; Bisoi, Ranjeeta; Dash, P. K. - In: Decision analytics journal 6 (2023), pp. 1-16

An Autoencoder (AE) is an independent feature extractor from data samples and a deep network can be obtained by stacking several AEs. This paper presents a novel hybrid stacked Autoencoder-based Deep Kernel-based Random Vector Functional Link Network (DKRVFLN-AE) for forecasting and trend...

Persistent link: https://www.econbiz.de/10014506454