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This dissertation consists of three essays that uncover the origins of market frictions and their implications for the functioning of the global foreign exchange (FX) market. The first research paper speaks to the hegemony of the US dollar in FX trading. Over 85% of all FX transactions involve...
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forecasting and optimisation: theory and applications -- 13. Enhanced forecasting with LSTVAR-ANN hybrid model: application in … insights into the theory and practice of AI-based forecasting. This book is a valuable resource for anyone involved in … -- Part II. The status of machine learning methods for time series and new products forecasting -- 3. Forecasting with …
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-Series Forecasting -- 9. An Ensemble LGBM (Light Gradient Boosting Machine) Approach for Crude Oil Price Prediction -- 10. Model …, including academics, professional financial analysts, and policy-makers who are involved in forecasting, modeling, trading, risk …
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