Foreign exchange market prediction with multiple classifiers
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Publication:3065510
DOI10.1002/for.1124zbMath1204.91104MaRDI QIDQ3065510
Publication date: 6 January 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1124
Hurst exponent; machine learning; efficient market hypothesis; model ensemble; foreign exchange market prediction
91B82: Statistical methods; economic indices and measures
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