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Forgotten effects and heavy moving averages in exchange rate forecasting.

Ezequiel Avilés-OchoaErnesto León-CastroJosé Maria Merigó LindahlAnna Maria Gil Lafuente
Published in: SSCI (2016)
Keyphrases
  • exchange rate
  • foreign exchange
  • long run
  • stock price
  • financial time series
  • artificial neural networks
  • risk aversion
  • currency exchange
  • dynamic programming
  • real time
  • databases
  • machine learning
  • hybrid model