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Using an artificial market approach to analyze exchange rate scenarios

Izumi, Kiyoshi; Ueda, Kazuhiro - In: Evolutionary computation in economics and finance : …, (pp. 135-157). 2002

Persistent link: https://www.econbiz.de/10001677438

Malone, Samuel W.; Gramacy, Robert B.; Horst, Enrique ter - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

To improve short-horizon exchange rate forecasts, we employ foreign exchange market risk factors as fundamentals, and Bayesian treed Gaussian process (BTGP) models to handle non-linear, time-varying relationships between these fundamentals and exchange rates. Forecasts from the BTGP model...

Persistent link: https://www.econbiz.de/10011505885

Hierarchical Markov normal mixture models with applications to financial asset returns

Geweke, John; Amisano, Gianni - In: Journal of applied econometrics 26 (2011) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10008937004

Operational risk management : implementing a Bayesian network for foreign exchange and money market settlement

Adusei-Poku, Kwabena - 2005

Persistent link: https://www.econbiz.de/10003167629

Trading the Foreign Exchange Market with Technical Analysis and Bayesian Statistics

Hassanniakalager, Arman - 2020

In this study, the profitability of technical analysis and Bayesian Statistics in trading the EUR/USD, GBP/USD, and USD/JPY exchange rates are examined. For this purpose, seven thousand eight hundred forty-six technical rules are generated and their profitability is assessed through a novel data...

Persistent link: https://www.econbiz.de/10012853902