Fundamentals and exchange rate forecastability with simple machine learning methods
Christophe Amat, Tomasz Michalski, Gilles Stoltz
| Year of publication: |
2018
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|---|---|
| Authors: | Amat, Christophe ; Michalski, Tomasz ; Stoltz, Gilles |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 88.2018, p. 1-24
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| Subject: | Exchange rates | Forecasting | Machine learning | Purchasing power parity | Taylor-rule exchange rate models | Uncovered interest rate parity | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Zinsparität | Interest rate parity | Kaufkraftparität | Schätzung | Estimation | Prognose | Forecast | Wechselkurstheorie | Exchange rate theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2018.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000860