Foreign exchange rate is a chaotic time series which is consistent with the Mackey-Glass equation. Fuzzy logic is an intelligent computational technique and has good potential in forecasting time-series data. This study uses fuzzy logic to study data of exchange rates and build a dynamic...

Short selling can be driven by various motivations, such as anticipation of negative returns, hedging, etc., which cause short positions to contain heterogeneous information. However, past studies focus primarily on short positions to predict negative stock returns. In this paper, we refine...