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Adding double insurance to your investments: Evidence from the exchange rate market.
Mingchen Li
Kun Yang
Zishu Cheng
Yunjie Wei
Shouyang Wang
Published in:
Adv. Eng. Informatics (2024)
Keyphrases
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exchange rate
foreign exchange
stock price
short run
financial crisis
risk aversion
financial markets
currency exchange
financial time series
long run
stock market
information technology
early warning
risk management
non stationary
belief functions
historical data
financial data
investment decisions
state space
dynamic programming
data mining