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Multiple kernel learning with Fisher kernels for high frequency currency prediction

Fletcher, Tristan; Shawe-Taylor, John - In: Computational economics 42 (2013) 2, pp. 217-240

Persistent link: https://www.econbiz.de/10009775711

Volatility dependent smooth transitions and abrupt switches : why they are needed for better forecasting the FX rates

Söylemez, Arif Orçun - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 315-332

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The term structure of volatility predictability

Li, Xingyi; Zakamulin, Valeriy - In: International journal of forecasting 36 (2020) 2, pp. 723-737

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Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators

Yıldırım, Deniz Can; Toroslu, Ismail Hakkı; Fiore, Ugo - In: Financial innovation : FIN 7 (2021), pp. 1-36

markets. The direction prediction requirement makes the problem quite different from other typical time-series forecasting … very effective in many time-series forecasting problems, to make direction predictions in Forex. We utilized two different …

Persistent link: https://www.econbiz.de/10012418465