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Can Markov Switching Based Hybrid Models Improve the Performance of Forecasting Exchange Rates?

Shan YeJiangze Du
Published in: ITQM (2018)
Keyphrases
  • exchange rate
  • hybrid models
  • foreign exchange
  • hybrid model
  • financial time series
  • neural network
  • machine learning
  • long term
  • sufficient conditions
  • linear combination
  • short term
  • stock price