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) The optimizer can match the large share of the US dollar in reserves, when the dollar is the reference (risk …
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This report explores various machine learning based strategies for trading NDFs. With total of 20 currencies under study, the best single currency performance was observed for a hybrid model based on lasso and elastic net, reporting an average correct prediction of 53%. Further, we build an...
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are: (i) The optimizer can match the large share of the US dollar in reserves, when the dollar is the reference (risk …
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) The optimizer can match the large share of the US dollar in reserves, when the dollar is the reference (risk …
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) The optimizer can match the large share of the US dollar in reserves, when the dollar is the reference (risk …
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