Brexit and foreign exchange market expectations: could it have been predicted?

DOI10.1007/S10479-020-03582-ZzbMATH Open1465.62173OpenAlexW3013428274MaRDI QIDQ829140FDOQ829140

Authors: Nikola Gradojevic 

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03582-z

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zbMATH Keywords

entropyexchange ratesneural networksrisk managementBrexit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45)

Cites Work

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• Connections between entropic and linear projections in asset pricing estimation
• Simple entropic derivation of a generalized Black-Scholes option pricing model
• Why did Brexit happen? Using causal mapping to analyse secondary, longitudinal data
• Multi-criteria classification for pricing European options

Cited In (1)

• UK external imbalances and the sterling: are they on a sustainable path?

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