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Hawkes processes for forecasting currency crashes: Evidence from Russia.

Lyudmila G. EgorovaIhor Klymyuk
Published in: ITQM (2017)
Keyphrases
  • short term
  • long term
  • process model
  • medium term
  • empirical evidence
  • prediction model
  • weather forecasting
  • genetic algorithm
  • artificial intelligence
  • information technology
  • currency exchange