Nonparametric Exchange Rate Prediction
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Non Parametric Exchange Rate Prediction On Mars
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Author : Peter S. Sephton
language : en
Publisher: Fredericton : Department of Economics, University of New Brunswick
Release Date : 1992
Non Parametric Exchange Rate Prediction On Mars written by Peter S. Sephton and has been published by Fredericton : Department of Economics, University of New Brunswick this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.
Nonparametric Exchange Rate Prediction
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Author : Francis X. Diebold
language : en
Publisher:
Release Date : 1989
Nonparametric Exchange Rate Prediction written by Francis X. Diebold and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Foreign exchange categories.
Exchange Rates Forecasting Using Nonparametric Methods
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Author : Marcos Álvarez-Díaz
language : en
Publisher:
Release Date : 2006
Exchange Rates Forecasting Using Nonparametric Methods written by Marcos Álvarez-Díaz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
Foreign Exchange Rate Forecasting With Artificial Neural Networks
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Author : Lean Yu
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-02-26
Foreign Exchange Rate Forecasting With Artificial Neural Networks written by Lean Yu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-26 with Business & Economics categories.
This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges.
The Forward Exchange Rate Bias Puzzle Is Persistent
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Author : Raj Aggarwal
language : en
Publisher:
Release Date : 2009
The Forward Exchange Rate Bias Puzzle Is Persistent written by Raj Aggarwal and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
An important puzzle in international finance is the failure of the forward exchange rate to be a rational forecast of the future spot rate. It has often been suggested that this puzzle may be resolved by using better statistical procedures that correct for both non-stationarity and nonnormality in the data. We document that even after accounting for non-stationarity, nonnormality, and heteroscedasticity using parametric and non-parametric tests on data for over a quarter century, US dollar forward rates for horizons ranging from one to twelve months for the major currencies, the British pound, Japanese yen, Swiss franc, and the German mark, are generally not rational forecasts of future spot rates. These findings of non-rationality in forward exchange rates for the major currencies continue to be puzzling especially as these foreign exchange markets are some of the most liquid asset markets with very low trading costs.
Exchange Rate Forecasting Techniques And Applications
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Author : I. Moosa
language : en
Publisher: Springer
Release Date : 2016-02-05
Exchange Rate Forecasting Techniques And Applications written by I. Moosa and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-05 with Business & Economics categories.
Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.
Foreign Exchange Rates
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Author : ARIF ORCUN. SOYLEMEZ
language : en
Publisher: Routledge
Release Date : 2022-08-29
Foreign Exchange Rates written by ARIF ORCUN. SOYLEMEZ and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-29 with categories.
This book provides an in-depth assessment of the use of novel statistical approaches and machine learning tools in predicting foreign exchange rate movement.
Computational Intelligence In Exchange Rate Forecasting
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Author : Andreas Andreou
language : en
Publisher:
Release Date : 2022
Computational Intelligence In Exchange Rate Forecasting written by Andreas Andreou and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with categories.
This paper applies computational intelligence methods to exchange rate forecasting. In particular, it employs neural network methodology in order to predict developments of the Euro exchange rate versus the U.S. Dollar and the Japanese Yen. Following a study of our series using traditional as well as specialized, non-parametric methods together with Monte Carlo simulations we employ selected Neural Networks (NNs) trained to forecast rate fluctuations. Despite the fact that the data series have been shown by the Rescaled Range Statistic (R/S) analysis to exhibit random behaviour, their internal dynamics have been successfully captured by certain NN topologies, thus yielding accurate predictions of the two exchange-rate series.
Forecasting Swiss Franc Dollar Exchange Rates
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Author : Queen Esther Booker
language : en
Publisher:
Release Date : 1998
Forecasting Swiss Franc Dollar Exchange Rates written by Queen Esther Booker and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with categories.
Nonlinear Time Series Analysis With Applications To Foreign Exchange Rate Volatility
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Author : Christian Hafner
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Nonlinear Time Series Analysis With Applications To Foreign Exchange Rate Volatility written by Christian Hafner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Business & Economics categories.
The book deals with the econometric analysis of high frequency financial time series. It emphasizes a new nonparametric approach to volatility models and provides theoretical and empirical comparisons with conventional ARCH models, applied to foreign exchange rates. Nonparametric models are discussed that cope with asymmetry and long memory of volatility as well as heterogeneity of higher conditional moments.