Forecasting directional changes in the FX markets.
Amer BakhachEdward P. K. TsangHamid Reza JalalianPublished in: SSCI (2016)
Keyphrases
- market clearing
- short term
- electricity markets
- trading strategies
- medium term
- weather forecasting
- autoregressive model
- directional features
- forecasting accuracy
- exchange rate
- prediction model
- electronic commerce
- forecasting model
- directional information
- market participants
- long term
- crude oil
- financial markets
- data sets
- demand forecasting
- exponential smoothing
- grey model
- genetic algorithm