Results 151 to 160 of about 1,224,575 (391)

Japan reenters the foreign exchange market [PDF]

From 1999 to 2004 Japan unilaterally sold a combined, and unprecedented, 500 billion dollars of yen.Foreign exchange market ...
Brett Fawley, Luciana Juvenal
core  

Stock Portfolio Management Based on AI Technology

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting stock performance is crucial for formulating a profitable trading approach aimed at achieving significant gains. In addition, prediction results serve as essential prerequisites for creating and optimizing active investment portfolios.
Alejandro Moreno Alonso, Joaquín Ordieres‐Meré   +1 more
wiley   +1 more source

Analysis of a network structure of the foreign currency exchange market [PDF]

, 2009
Jarosław Kwapień, Sylwia Gworek, Stanisław Drożdż, A. Z. Górski   +3 more
openalex   +1 more source

Seasonal Decomposition‐Enhanced Deep Learning Architecture for Probabilistic Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Time series decomposition as a general preprocessing method has been widely used in the field of time series forecasting. However, since the future is unknown, this preprocessing practice is limited in realistic forecasting, especially in real‐time forecasting scenarios.
Keyan Jin, Francisco Javier Blanco‐Encomienda   +1 more
wiley   +1 more source

UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions

Journal of Forecasting, EarlyView.
ABSTRACT Policy makers are concerned with the accuracy of GDP forecasts and want to understand the reasons for the revision of forecasts. We study these issues by examining forecasts of annual UK GDP growth by a panel of agents, published monthly by HM Treasury. We focus on two main issues: the developing accuracy of the group‐mean forecast as horizons
Nigel Meade, Ciaran Driver
wiley   +1 more source

The Efficiency of Foreign Exchange Markets in Pakistan: An Empirical Analysis

Lahore Journal of Economics
This study investigates the empirical relationship between spot and forward exchange rate efficiency with reference to Pakistan and the efficiency of its foreign exchange market.
Rizwana Bashir, Rabia Shakir, Badar Ashfaq, Atif Hassan   +3 more
doaj  

The behaviour of speculators in foreign exchange markets. [PDF]

, 1999
Louise Allsopp
openalex  

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley   +1 more source

EFFICIENCY OF FOREIGN EXCHANGE MARKETS: A DEVELOPING COUNTRY PERSPECTIVE [PDF]

This study tests weak and semi-strong form efficiency of the foreign exchange market in Sri Lanka using six bilateral foreign exchange rates during the recent float. Weak-form efficiency is examined using unit root tests while semi-strong form efficiency
Guneratne Banda Wickremasinghe
core