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Technical Trading Rule Profitability and Foreign Exchange Intervention
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Technical Trading Rule Profitability and Foreign Exchange Intervention (1996)Technical Trading Rule Profitability and …Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction (2012)Multiple Kernel Learning with…Testing nonlinear forecastability in time series: Theory and evidence from the EMS (1998)Testing nonlinear forecastabi…Modern Portfolio Theory and Investment Analysis. (1982)Empirical exchange rate models of the seventies (1983)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Nonparametric, nonlinear, short-term forecasting: theory and evidence for nonlinearities in the commodity markets (1999)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)
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  • 2012Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction29 cited
  • 1998Testing nonlinear forecastability in time series: Theory and evidence from the EMS26 cited

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