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An Effective Hybrid Approach for Forecasting Currency Exchange Rates
16 references·0 citing·39 second hop
An Effective Hybrid Approach for Forecasting Currency Exchange Rates (2021)An Effective Hybrid Approach for Forecast…Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Statistical and Machine Learn…Forecasting principles and practice (2018)Forecasting principles and pr…Deep learning-based feature engineering for stock price movement prediction (2018)Deep learning-based feature e…Exchange Rate Predictability (2013)Exchange Rate PredictabilityAutomatic Time Series Forecasting: The forecast Package for R (2008)Automatic Time Series Forecas…Using neural network ensembles for bankruptcy prediction and credit scoring (2007)Using neural network ensemble…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyA state space framework for automatic forecasting using exponential smoothing methods (2002)A state space framework for a…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Book Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Abnormal Deviations in International Exchanges (1918)Abnormal Deviations in Intern…Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Time series forecasting using a hybrid ARIMA and neural network model (2003)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Exchange Rate Dynamics Redux (1995)On the Principles of Political Economy, and Taxation (2014)The Quarterly Journal of Economics (2024)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Another look at measures of forecast accuracy (2006)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Exponential smoothing: The state of the art (1985)Forecasting methods and applications (1993)The M3-Competition: results, conclusions and implications (2000)Forecasting at Scale (2017)Time Series Analysis Forecasting and Control. (1971)N-BEATS: Neural basis expansion analysis for interpretable time series forecasting (2019)The M4 Competition: 100,000 time series and 61 forecasting methods (2019)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Forecasting Economic Time Series (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect (2002)Optimal Currency Areas (2002)Information costs and home bias: an analysis of US holdings of foreign equities (2004)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Applications of deep learning in stock market prediction: Recent progress (2021)Machine learning in the Chinese stock market (2021)
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References

  • 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
  • 1994Comparing Predictive Accuracy5,578 cited
  • 2018Forecasting principles and practice4,405 cited
  • 1983Empirical exchange rate models of the seventies4,153 cited
  • 2008Automatic Time Series Forecasting: The forecast Package for R3,665 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 2018Statistical and Machine Learning forecasting methods: Concerns and ways forward1,659 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1,182 cited
  • 2002A state space framework for automatic forecasting using exponential smoothing methods1,106 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence996 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence836 cited
  • 2013Exchange Rate Predictability654 cited
  • 1918Abnormal Deviations in International Exchanges582 cited
  • 2007Using neural network ensembles for bankruptcy prediction and credit scoring514 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

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502 cited
  • 2018Deep learning-based feature engineering for stock price movement prediction483 cited
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