The Potential Value of Saaty’s Eigenvector Scaling Method for Short-Term Forecasting of Currency Exchange Rates
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Publication:5284607
DOI10.1137/S003614459325234XzbMath0862.15005MaRDI QIDQ5284607
Hussein H. Elsaid, Marvin D. Troutt
Publication date: 25 May 1997
Published in: SIAM Review (Search for Journal in Brave)
nonnegative matrixeigensystem aggregation methodeigenvector scaling methodshort-term forecasting of currency exchange rates
Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Conditioning of matrices (15A12)
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