Forecasting and hedging in the foreign exchange markets.

zbMATH Open1178.91005MaRDI QIDQ838348FDOQ838348

Authors: N. E. Zubov 

Publication date: 24 August 2009

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

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zbMATH Keywords

optimizationforecastingsimulationefficiencysupport vector machinesequilibriumhedgingforeign exchange rate

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cited In (7)

• Foreign exchange market prediction with multiple classifiers
• Increasing the fitness of fundamental exchange rate forecast models
• An automated econometric decision support system: forecasts for foreign exchange trades
• Covered Interest Arbitrage in Exchange Rate Forecasting Markets
• A NETWORK MODEL FOR FOREIGN EXCHANGE ARBITRAGE, HEDGING AND SPECULATION
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
• Stock market speculation system development based on technico temporal indicators and data mining tools

Uses Software

• Excel

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