Name
Title | ||
|---|---|---|
A boost in exchange rate forecasting: qualitative variables, technical indicators and parameters selection |
Abstract | ||
|---|---|---|
This paper tries to determine, through the use of Support Vector Machines (SVM), the impact that technical indicators, a qualitative variable and the choice of free parameters selection have on a model's forecasting performance, power and accuracy applied to currency exchange rate prediction. This approach was applied to the weekly currency exchange rate between the European euro andc the US dollar. The results obtained show that the proposed factors can significantly impact the model's forecasting performance compared to traditional models where no qualitative information is incorporated. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.3233/978-1-60750-061-2-310 | CCIA |
Keywords | Field | DocType |
us dollar,qualitative information,free parameters selection,support vector machines,european euro andc,currency exchange rate prediction,qualitative variable,technical indicator,exchange rate forecasting,weekly currency exchange rate,traditional model,forecasting performance,kernel functions | Econometrics,Support vector machine,Dummy variable,Liberian dollar,Mathematics,Kernel (statistics),Free parameter,Currency,Exchange rate | Conference |
Volume | ISSN | Citations |
202 | 0922-6389 | 0 |
PageRank | References | Authors |
0.34 | 3 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| José Antonio Sanabria | 1 | 0 | 0.34 |
| Germán Sánchez | 2 | 9 | 2.60 |
| Núria Agell | 3 | 199 | 30.62 |