Forecasting and hedging in the foreign exchange markets.

MaRDI QIDQ838348zbMATH OpenFDO

Authors N. E. Zubov

Publication date 24 August 2009

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

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)

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Cited in

(7)

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

Describes a project that uses

Uses Software

• Excel

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