Statistical learning and exchange rate forecasting

2020/02/01 by Emilio Colombo, Matteo Pelagatti
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Artificial intelligence #Computer science #Econometrics #Economics #Exchange rate #Machine learning #Macroeconomics #Market Dynamics and Volatility #Mathematics #Monetary Policy and Economic Impact #Random walk #Statistical learning #Statistical model #Statistics #Stock Market Forecasting Methods #Variable (mathematics)

paper · doi:10.1016/j.ijforecast.2019.12.007

openalex publication_date 2020/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/26

Citations

• Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates
• Forecast comparisons in unstable environments
• Expectations and Exchange Rate Dynamics
• The Impact of Machine Learning on Economics
• Support-vector networks
• Comparing Predictive Accuracy