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Heavy Moving Averages in exchange rate forecasting.
Ernesto León-Castro
Ezequiel Avilés-Ochoa
José Maria Merigó Lindahl
Anna Maria Gil Lafuente
Published in:
NAFIPS (2016)
Keyphrases
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exchange rate
foreign exchange
stock price
financial time series
long run
currency exchange
machine learning
moving objects
decision support system
reinforcement learning
long term
text mining
financial markets
risk aversion