Results 181 to 190 of about 1,198,827 (385)
Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets [PDF]
, 2002 Charles Goodhart +3 more
openalex +1 more source
Deep Learning and Econometric Time Series Analysis: An Assessment of Daily Return Forecasts
Journal of Forecasting, EarlyView.ABSTRACT We provide an in‐depth assessment of univariate financial time series analysis via machine learning followed by a thorough discussion beyond the discussion on daily return predictability. We simulate economic time series and present an in‐depth assessment of relevant hyperparameter tuning and study the ability of competing deep learning ...
Theo Berger
wiley +1 more source
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets [PDF]
, 2002 Thomas Lux, Sascha Schornstein
openalex +1 more source
Foreign exchange operations and the Federal Reserve [PDF]
Monetary policy ; Foreign exchange ...
Alfred Broaddus, Marvin Goodfriend
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 +1 more
wiley +1 more source
Tests of Microstructural Hypotheses in the Foreign Exchange Market
, 1993 Richard K. Lyons
openalex +1 more source
Foreign Exchange Market Organization in Selected Developing and Transition Economies: Evidence from a Survey [PDF]
, 2004 Jorge Iván Canales-Kriljenko
openalex +3 more sources
Sterilized foreign exchange intervention: the Fed debate in the 1960's [PDF]
Foreign exchange ...
Robert L. Hetzel
core
Financialization of Commodity Markets Co‐Movement Behind‐the‐Scenes
Journal of Futures Markets, EarlyView.ABSTRACT In the early 2000s, institutional investors entered the commodity futures markets en masse with passive, long only, index‐type positions in sharp contrast with those typically assumed by traditional expert participants. A heated public debate soon erupted over the perceived consequences of the phenomenon—commonly referred to as ...
Devraj Basu, Olivier Bauthéac
wiley +1 more source