Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate
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- Ioannis Praggidis & Periklis Gogas & Vasilios Plakandaras & Theophilos Papadimitriou, 2013. "Fiscal shocks and asymmetric effects: a comparative analysis," Papers 1312.2693, arXiv.org.
- Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017. "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers 201774, University of Pretoria, Department of Economics.
More about this item
KeywordsMachine Learning; Support Vector Machines; Exchange Rates; Forecasting;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-13 (All new papers)
- NEP-EEC-2012-10-13 (European Economics)
- NEP-ETS-2012-10-13 (Econometric Time Series)
- NEP-FOR-2012-10-13 (Forecasting)
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