Exchange rate prediction with machine learning and a smart carry trade portfolio
Year of publication: |
17 September 2020
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Authors: | Filippou, Ilias ; Rapach, David E. ; Taylor, Mark P. ; Zhou, Guofu |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | exchange rate predictability | Elastic Net | carry trade | deep neural network | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Welt | World | Währungsspekulation | Currency speculation | Künstliche Intelligenz | Artificial intelligence | Devisenmarkt | Foreign exchange market | Theorie | Theory | Zinsparität | Interest rate parity | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 117 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15305 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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